docs(guide): update setup guide with user feedback improvements

[PhongChuong]

This PR is a clone of #3233.

The Rust Friction Log gave users a chance to test the onboarding process and give us feedback. This PR addresses the common issues users had.

Fixes b/429254171, b/429252054, b/429250702

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[codecov]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 95.98%. Comparing base (c6227fc) to head (ad17a41).
⚠️ Report is 1 commits behind head on main.

Additional details and impacted files

@@           Coverage Diff           @@
##             main    #3619   +/-   ##
=======================================
  Coverage   95.98%   95.98%           
=======================================
  Files         125      125           
  Lines        5027     5027           
=======================================
  Hits         4825     4825           
  Misses        202      202           

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