It's important to remember that PEP8 is only a guideline and even states that there are times when the rules should be broken.
But most importantly: know when to be inconsistent -- sometimes the style guide just doesn't apply.
With that in mind, I would probably write this with old style line continuation:
def afunc(some_param_name):
assert isinstance(some_param_name, SomeClassName), \
'some_param_name must be an instance of SomeClassName, silly goose!'
If that doesn't sit well with you (or your linter), you can always do:
def afunc(some_param_name):
assert isinstance(some_param_name, SomeClassName), (
'some_param_name must be an instance of SomeClassName, silly goose!')
or even:
def afunc(some_param_name):
assert isinstance(some_param_name, SomeClassName), (
'some_param_name must be an instance of SomeClassName, '
'silly goose!')