Warn user if any integration is required after SDK initialization

[st0012]

Fixes #1756

[codecov-commenter]

Codecov Report

Merging #1759 (a50ae0f) into master (df531f0) will increase coverage by 2.06%.
The diff coverage is 100.00%.

@@            Coverage Diff             @@
##           master    #1759      +/-   ##
==========================================
+ Coverage   96.40%   98.47%   +2.06%     
==========================================
  Files         119      144      +25     
  Lines        7169     8436    +1267     
==========================================
+ Hits         6911     8307    +1396     
+ Misses        258      129     -129     

Impacted Files	Coverage Δ
sentry-ruby/lib/sentry-ruby.rb	95.94% <100.00%> (+0.08%)	⬆️
sentry-ruby/spec/sentry/integrable_spec.rb	100.00% <100.00%> (ø)
sentry-resque/lib/sentry/resque.rb	97.14% <0.00%> (-2.86%)	⬇️
...ry/rails/tracing/active_storage_subscriber_spec.rb	100.00% <0.00%> (ø)
sentry-rails/spec/sentry/rails/activejob_spec.rb	99.37% <0.00%> (ø)
sentry-rails/spec/dummy/test_rails_app/apps/6-1.rb	100.00% <0.00%> (ø)
sentry-rails/spec/sentry/rails/event_spec.rb	100.00% <0.00%> (ø)
...rails/tracing/action_controller_subscriber_spec.rb	100.00% <0.00%> (ø)
...ntry-rails/spec/sentry/rails/configuration_spec.rb	100.00% <0.00%> (ø)
...ry/rails/breadcrumbs/active_support_logger_spec.rb	100.00% <0.00%> (ø)
... and 32 more

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