DOC: Add clarifications to docs for setting up a development environment

[smij720]

Hi all - having just been through the setup process (Mac, mamba) and as a non-expert I thought I'd feed back some things that would have made my experience faster and smoother.

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Change 1

• It wasn't 100% clear to me that I did not need to use any information from the link https://devguide.python.org/setup/#macos (it is clear with hindsight, but it's the initial impression that I'm trying to improve here):

Before this change:

After:

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Change 2

• I got confused by mamba vs conda, and that you actually need to install is called miniforge - I had a moment of doubt here that I was on the wrong track.

Before this change:

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Change 3

• I found that I had some old packages that were used in my mamba environment (probably from a previous install of mamba - last I played with this was about a year ago). Looking into them, they were packages like sphinx that did not have a version pinned in environment.yml. This feels like it could be a source of errors for people getting set up.

After:

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Change 4

• Sounds strange, but I wasn't sure when I was actually 'done' with getting set up.
• I tend to like to run unit tests when I get set up with a new repo.
• I didn't realize that with this setup some of the unit tests (the ones with external dependencies) were expected to fail, as helpfully documented here. I feel this is really important - I lost a lot of time because I assumed there must be something wrong with my install because unit tests were failing. By adding the link here hopefully others see this information sooner.

Before this change:

After:

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• closes #xxxx (Replace xxxx with the GitHub issue number)
• Tests added and passed if fixing a bug or adding a new feature
• All code checks passed.
• Added type annotations to new arguments/methods/functions.
• Added an entry in the latest doc/source/whatsnew/vX.X.X.rst file if fixing a bug or adding a new feature.

[mroeschke]

Thanks @smij720