Update whats-new.rst

Author: ColemanTom

doc/whats-new.rst

@@ -56,6 +56,8 @@ Bug fixes
   By `Jimmy Westling <https://github.com/illviljan>`_.
 - Improved performance in ``open_dataset`` for datasets with large object arrays (:issue:`7484`, :pull:`7494`).
   By `Alex Goodman <https://github.com/agoodm>`_ and `Deepak Cherian <https://github.com/dcherian>`_.
+- Improve error message when trying to open a file which you do not have permission to read. (:pull:`7629`).
+  By `Thomas Coleman <https://github.com/ColemanTom>`_.
 
 Documentation
 ~~~~~~~~~~~~~