Use UTF-8 to encode the name of column in Python 2, or it may failed to encode with default encoding ('ascii').

This PR also fix a bug when there is Java exception without error message.

Author: Davies Liu <davies@databricks.com>

Closes #7165 from davies/non_ascii and squashes the following commits:

02cb61a [Davies Liu] fix tests
3b09d31 [Davies Liu] add encoding in header
867754a [Davies Liu] support non-ascii character in column names