Have to catch errors from SELECT when opening a cursor.


mysql-test/r/sp.result:
  New test case for BUG#10961.
mysql-test/t/sp.test:
  New test case for BUG#10961.
sql/protocol.h:
  Init data in Protocol_cursor constructor, for error cases.
sql/sp_head.cc:
  Catch "hidden" errors during SELECT when opening a cursor.