otlp: want error went WithInsecure is needed

[andreimatei]

I spent a bunch of time figuring out that a basic example app trying to send traces to an OpenTelemetry collector running locally wants an otlp.WithInsecure() in order to work.
Some sort of error or log message to tell me this would have been great.

I was getting an "exporter disconnected" log message from somewhere, but I couldn't tell much from that.

[paivagustavo]

Hey @andreimatei, sorry for that unhelpful error message.

The OTLP gRPC driver only checks if the connections is still active and if not it returns a default "exporter disconnected" error.

I think this should be easily fixed if we wrap the connection error, giving a more detailed error message, for example:

2021/03/26 18:11:24 exporter disconnected: grpc: no transport security set (use grpc.WithInsecure() explicitly or set credentials)

I'll be creating a PR to fix this soon.