Add a brief "setup with no customization" note showing the
how easily things can work if standard OpenOCD config scripts
already exist.  We've had some new users comment that this
information is needlessly hard to find, so that starting to
use OpenOCD is more difficult than it should be.

Plus describe a few other issues that come up when setting
up an OpenOCD server.

Signed-off-by: David Brownell <dbrownell@users.sourceforge.net>