Check options for validity on new Pixie Client creation
Is your feature request related to a problem? Please describe.
When creating Pixie Client using go api using pxapi.NewClient(pxapi.WithAPIKey(apiKey)), no checks are done on the API key, so you can pass an invalid API key and not get any error that this API key is invalid(ex. empty, not the right amount of characters, unauthenticated, etc.). You actually only get an error when trying to create a Vizier client using client.NewVizierClient which says Auth middleware failed: failed to fetch token - unauthenticated which doesn't explicitly describe that the API key is invalid, so a new user may be confused what this means.
This is the same problem for other options such as clusterID and cloudAddr.
Describe the solution you'd like
Throw errors when options are invalid right away on option creation as in pxapi.WithAPIKey(apiKey) or pxapi.WithCloudAddr(cloudAddr)
Describe alternatives you've considered Manual checks in my code for API key, clusterID length.