Remove stale errors from early connection attempts in a client

The init_client() function in the apps sets up the client connection. It
may try multiple addresses until it finds one that works. We should clear
the error queue if we eventually get a successful connection because
otherwise we get stale errors hanging around. This can cause problems in
subsequent calls to SSL_get_error(), i.e. non-fatal NBIO events appear as
fatal.

Reviewed-by: Richard Levitte <levitte@openssl.org>