Improve typing coverage

[tchaton]

Please make one PR per file!

The list of pending files is can be found below here

https://github.com/Lightning-AI/lightning/blob/master/pyproject.toml#L39-L43

cc @Borda @justusschock @awaelchli @akihironitta @rohitgr7

[Borda]

Duplicate to #5023

[akihironitta]

#7035 (comment)

Open for discussion: Should we also type the tests? I don't think we have to!

I don't think we need type annotations in the tests, but we should run mypy to check if variables/functions of the package are correctly typed. What do you think?

[stancld]

After the chat with Eden, I'll tackle lightning.utilities :)