Adjust error message and add test

spacy/errors.py

@@ -85,8 +85,11 @@ class Warnings:
             "attribute or operator.")
 
     # TODO: fix numbering after merging develop into master
-    W088 = ("This component implements a 'begin_training' method, "
-            "which should probably be renamed to 'initialize'.")
+    W088 = ("The pipeline component {name} implements a 'begin_training' "
+            "method, which won't be called by spaCy. As of v3.0, 'begin_training' "
+            "has been renamed to 'initialize' so you likely want to rename the "
+            "component method. See the documentation for details: "
+            "https://nightly.spacy.io/api/language#initialize")
     W089 = ("The nlp.begin_training method has been renamed to nlp.initialize.")
     W090 = ("Could not locate any {format} files in path '{path}'.")
     W091 = ("Could not clean/remove the temp directory at {dir}: {msg}.")

spacy/pipeline/pipe.pyx

@@ -39,7 +39,7 @@ cdef class Pipe:
         """Raise a warning if an inheriting class implements 'begin_training'
          (from v2) instead of the new 'initialize' method (from v3)"""
         if hasattr(cls, "begin_training"):
-            warnings.warn(Warnings.W088)
+            warnings.warn(Warnings.W088.format(name=cls.__name__))
 
     @property
     def labels(self) -> Optional[Tuple[str]]:

spacy/tests/pipeline/test_pipe_methods.py

@@ -1,5 +1,6 @@
 import pytest
 from spacy.language import Language
+from spacy.pipeline import Pipe
 from spacy.util import SimpleFrozenList, get_arg_names
 
 
@@ -370,3 +371,14 @@ def test_pipe_label_data_no_labels(pipe):
     initialize = getattr(pipe, "initialize", None)
     if initialize is not None:
         assert "labels" not in get_arg_names(initialize)
+
+
+def test_warning_pipe_begin_training():
+    with pytest.warns(UserWarning, match="begin_training"):
+
+        class IncompatPipe(Pipe):
+            def __init__(self):
+                ...
+
+            def begin_training(*args, **kwargs):
+                ...