Set client_id as thread name

Helps when debugging in the resulting threads as the name is shown in
the possible exception that can come up.

src/paho/mqtt/client.py

@@ -1794,7 +1794,7 @@ def loop_start(self):
 
         self._sockpairR, self._sockpairW = _socketpair_compat()
         self._thread_terminate = False
-        self._thread = threading.Thread(target=self._thread_main)
+        self._thread = threading.Thread(target=self._thread_main, name=self._client_id.decode())
         self._thread.daemon = True
         self._thread.start()