return `Error` instead of `string`

[EndangeredMassa]

When this error happens, an Error should be returned to match Node.js convention.

I was using this library and had some issues related to an error being a string.

[seymen]

That's nice but this is not enough to keep the entire library consistent as there are other places in the code where callback is called with an err string at the moment. Also tests are failing in your branch. I will try to apply this pattern to other callbacks and then merge.