thermal: Add some error messages

When registering a thermal zone device, we currently return -EINVAL in
four cases. This makes it a little hard to debug the real cause of the
failure.

Print some error messages to make it easier for developer to figure out
what happened.

Signed-off-by: Amit Kucheria <amit.kucheria@linaro.org>
Signed-off-by: Zhang Rui <rui.zhang@intel.com>