key check in mqtt_client.py

Copied from: https://github.com/adafruit/io-issues/issues/6

Low priority but in mqtt_client.py, class MQTTClient, def init the key is a very important parameter. New folks could omit it, use "Insert Key Here", or other nonsense. Suggest that in init any testing of the key be done to throw an error rather than get further into the code where it might not be more obvious.
