[SPARK-19604][TESTS] Log the start of every Python test

## What changes were proposed in this pull request?
Right now, we only have info level log after we finish the tests of a Python test file. We should also log the start of a test. So, if a test is hanging, we can tell which test file is running.

## How was this patch tested?
This is a change for python tests.

Author: Yin Huai <yhuai@databricks.com>

Closes #16935 from yhuai/SPARK-19604.