Potential fix for pull request finding

Co-authored-by: Copilot Autofix powered by AI <175728472+Copilot@users.noreply.github.com>

Author: trivialfis

python-package/xgboost/data.py

@@ -658,7 +658,11 @@ def _transform_pandas_df(
     if meta and len(data.columns) > 1 and meta not in _matrix_meta:
         raise ValueError(f"DataFrame for {meta} cannot have multiple columns")
     if data.columns.has_duplicates:
-        raise ValueError("Duplicate column names are not supported.")
+        duplicates = data.columns[data.columns.duplicated()].unique().tolist()
+        raise ValueError(
+            "Duplicate column names are not supported. "
+            f"Duplicates found: {duplicates}"
+        )
 
     feature_types, ref_categories = get_ref_categories(feature_types)
     feature_names, feature_types = pandas_feature_info(