“Hey Josh, it’s Donald Trump.” It’s the start of a voicemail from the president that Pennsylvania Gov. Josh Shapiro received a week after a man firebombed the governor’s residence in Harrisburg in an attempt to kill Shapiro while his family slept inside on the first night of Passover. Shapiro hadn’t recognized the number Trump was calling from and at first didn’t answer. When Shapiro called back, Trump offered well wishes to the governor’s family, his usual braggadocio, and some advice: he shouldn’t want to be president, Shapiro recalls in his new memoir set to release later this month. Shapiro’s memoir,...