[instagram] Show appropriate error when login is needed

Closes #1264

yt_dlp/extractor/common.py

@@ -441,8 +441,8 @@ class InfoExtractor(object):
     _LOGIN_HINTS = {
         'any': 'Use --cookies, --username and --password or --netrc to provide account credentials',
         'cookies': (
-            'Use --cookies for the authentication. '
-            'See  https://github.com/ytdl-org/youtube-dl#how-do-i-pass-cookies-to-youtube-dl  for how to pass cookies'),
+            'Use --cookies-from-browser or --cookies for the authentication. '
+            'See  https://github.com/ytdl-org/youtube-dl#how-do-i-pass-cookies-to-youtube-dl  for how to manually pass cookies'),
         'password': 'Use --username and --password or --netrc to provide account credentials',
     }
 

yt_dlp/extractor/instagram.py

@@ -145,7 +145,9 @@ class InstagramIE(InfoExtractor):
         video_id = mobj.group('id')
         url = mobj.group('url')
 
-        webpage = self._download_webpage(url, video_id)
+        webpage, urlh = self._download_webpage_handle(url, video_id)
+        if 'www.instagram.com/accounts/login' in urlh.geturl().rstrip('/'):
+            self.raise_login_required('You need to log in to access this content', method='cookies')
 
         (media, video_url, description, thumbnail, timestamp, uploader,
          uploader_id, like_count, comment_count, comments, height,