Creating and throwing new exception

You can throw your own custom errors by extending the Exception class.

class CustomException : Exception {
    [string] $additionalData

    CustomException($Message, $additionalData) : base($Message) {
        $this.additionalData = $additionalData
    }
}

try {
    throw [CustomException]::new('Error message', 'Extra data')
} catch [CustomException] {
    # NOTE: To access your custom exception you must use $_.Exception
    Write-Output $_.Exception.additionalData

    # This will produce the error message: Didn't catch it the second time
    throw [CustomException]::new("Didn't catch it the second time", 'Extra data')
}