Let's asume this string:
"
x = "Cannot recover from "MemoryErrors" while something happnes while "

The line is incorrect because the quotes arround MemoryErrors are the same as the string is used, resulting in STRING + expression + STRING.

Currenly we say:

>>> 'Cannot recover from 'MemoryErrors' while '
  File "<stdin>", line 1
    'Cannot recover from 'MemoryErrors' while '
                          ^
SyntaxError: invalid syntax

but I think it will be a great improvement if we say:

>>> 'Cannot recover from 'MemoryErrors' while '
  File "<stdin>", line 1
    'Cannot recover from 'MemoryErrors' while '
                          ^^^^^^^^^^^^
SyntaxError: invalid syntax. Did you use the same quotes here as the string?

Probably the message should be better, but I think this is a good improvement.