Add clarification around TESTSETUP docs and error message (#43306)

buildSrc/src/main/groovy/org/elasticsearch/gradle/doc/RestTestsFromSnippetsTask.groovy

@@ -353,7 +353,7 @@ public class RestTestsFromSnippetsTask extends SnippetsTask {
 
         private void testSetup(Snippet snippet) {
             if (lastDocsPath == snippet.path) {
-                throw new InvalidUserDataException("$snippet: wasn't first")
+                throw new InvalidUserDataException("$snippet: wasn't first. TESTSETUP can only be used in the first snippet of a document.")
             }
             setupCurrent(snippet)
             current.println('---')

docs/README.asciidoc

@@ -76,7 +76,8 @@ for its modifiers:
   but rather than the setup defined in `docs/build.gradle` the setup is defined
   right in the documentation file. In general, we should prefer `// TESTSETUP`
   over `// TEST[setup:name]` because it makes it more clear what steps have to
-  be taken before the examples will work.
+  be taken before the examples will work. Tip: `// TESTSETUP` can only be used
+  on the first snippet of a document.
 * `// NOTCONSOLE`: Marks this snippet as neither `// CONSOLE` nor
   `// TESTRESPONSE`, excluding it from the list of unconverted snippets. We
   should only use this for snippets that *are* JSON but are *not* responses or