Initialize thd->variables.pseudo_thread_id when a new embedded
thd is created.


libmysqld/lib_sql.cc:
  Add comment regarding duplication of code in create_embedded_thd()
  vs. create_new_thread() and prepare_new_connection_state().  This
  was a cause for not properly initializing the pseudo_thread_id variable.
mysql-test/r/func_misc.result:
  Add test case to ensure connection_id() returns a sane value
mysql-test/t/func_misc.test:
  Add test case to ensure connection_id() returns a sane value
sql/mysqld.cc:
  Add comment warning of the duplication of code between create_new_thread()
  and create_embedded_thd()
sql/sql_connect.cc:
  Add comment warning of the duplication of code between
  prepare_new_connection_state() and create_embedded_thd()