docs(mcp-server): rewrite and clarify setup guide

[masnwilliams]

TL;DR

Rewrote and clarified the mcp-server setup guide to make it easier for new developers to get started.

Why we made these changes

The previous setup guide was causing confusion and leading to common setup errors. This rewrite aims to provide a clear, step-by-step process to improve the onboarding experience.

What changed?

• reference/mcp-server.mdx
  • Restructured the guide for a more logical, sequential flow.
  • Expanded setup instructions, rewriting the general setup and authentication sections.
  • Added a new "Troubleshooting" section for common setup errors.
  • Updated and condensed client-specific guides (e.g., Cursor, VS Code).
  • Removed outdated content, including the "First Time? Start Here!" section and a cloud deployment example.

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