Make parameter validation methods private

[leouieda]

The check_* methods were appearing in the API list, which isn't
desirable since they are not meant to be used directly. Make them
private (with a leading _) to avoid this. While we're at it, use
f-strings to make error messages shorter.

Reminders:

• Run make format and make check to make sure the code follows the style guide.
• Add tests for new features or tests that would have caught the bug that you're fixing.
• Add new public functions/methods/classes to doc/api/index.rst and the base __init__.py file for the package.
• Write detailed docstrings for all functions/classes/methods. It often helps to design better code if you write the docstrings first.
• If adding new functionality, add an example to the docstring, gallery, and/or tutorials.
• Add your full name, affiliation, and ORCID (optional) to the AUTHORS.md file (if you haven't already) in case you'd like to be listed as an author on the Zenodo archive of the next release.

[santisoler]

I completely missed to make this methods private. Thanks for the fix!