chore: url validation & README to prevent gRPC footguns.

[lizthegrey]

Fixes issues encountered on an OTel evangelism livestream last week.

Which problem is this PR solving?

• It is too easy for users to accidentally add /v1/trace or /v1/metrics to url when changing from HTTP to gRPC, causing weird DNS errors.
• It is too easy to misconfigure exporters and fail to shutdown cleanly.
• It would be better to ensure the examples are clear and reflect best practices.
• It is too easy to import the wrong grpc library and get weird typescript errors.
• It is confusing how to configure non-mutual TLS.

Short description of the changes

• updates README.md to use shutdown hooks
• add util warning on / in url field.
• updates README.md with info on non-mutual TLS.
• updates README.md with info on hostname:port syntax.

[codecov]

Codecov Report

Merging #2130 (85b3dd1) into main (082abf9) will not change coverage.
The diff coverage is n/a.

❗ Current head 85b3dd1 differs from pull request most recent head ea638cc. Consider uploading reports for the commit ea638cc to get more accurate results

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  Files         140      140           
  Lines        5002     5002           
  Branches     1029     1029           
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  Hits         4642     4642           
  Misses        360      360           

[lizthegrey]

The thought occurs to me we can do one better than this by reading protocol and if http or https, default to port 80 or 443 respectively, to make things like https://api.honeycomb.io/ work seamlessly. But that's for a followup PR (and maybe needs a spec repo question to clarify first)

[dyladan]

From my perspective this looks good to merge but I want to make sure @obecny is ok with that first since he had a comment but hasn't approved yet.