Warn user when trying to preprocess unsupported datatypes

[sandervh14]

I often get questions about the exotic errors thrown when users call Cobra's preprocessor. The error messages are too exotic for developers to understand that the datatypes they are passing are not supported. Most of the time this is just datetime & panda's categorical datatypes. Best would be to throw a warning at the start of the preprocessing if any variables are of the above types, before jumping into the actual preprocessing. Other thing to look into is if we can't start supporting panda's categorical datatype.