Return errors when creating SpanManager

[sondavidb]

Description

We currently only return an object when creating a new SpanManager. We should be more vigilant and return clear error messages, as well as return more frequently if any errors occur.

Describe the solution you'd like

No response

Describe any alternative solutions/features you've considered

We could keep it as is, but there's not a good reason to do so that I can think of.

Any additional context or information about the feature request

No response