Document the error when opening the USB image in Windows and macOS

Closes: #18777 (closed)

I had a hard time finding where to document this error message:

• It is mostly useful to people who try to figure out things by themselves instead of following the doc. So I guess that they are more likely to find the reference through search than navigation.
• During the usability tests in #18074 (closed), P4 and P5 looked for solution in the FAQ, but I'm worried about adding too much stuff there that is already documented elsewhere. #18092 (closed) sounds like a better bet to prevent people getting lost in the FAQ.
• Adding it to the installation instructions would add noise to everybody following the instructions and might not even be useful to the people facing this error message.

So I settled on documenting this error message in the troubleshooting sections of /doc/first_steps/start, which is another page that P4 and P5 looked at. I put them below "Verify your Tails USB stick", which will link to installation instructions after #18779 (closed) is merged. I also thought that the title of these pages would look good to people search for the error message on DuckDuckGo, for example.