Fix dimension count in orthogonal initializer error message - #3693

The error raised by nn.init.orthogonal for a non-2D input never reported the actual number of dimensions. The message was split across two string literals where only the first carried the f prefix:

raise ValueError(
    f"Orthogonal initialization requires a 2D array but got"
    " a {a.ndim}D array."
)

The {a.ndim} lives on the plain (non-f) string, so it was printed verbatim:

Orthogonal initialization requires a 2D array but got a {a.ndim}D array.

Moving the f prefix onto the segment that contains the placeholder fixes the interpolation:

Orthogonal initialization requires a 2D array but got a 3D array.

Added an assertion to test_orthogonal that a 3D input reports 3D array in the message.