Improve Close UX

[nhooyr]

https://www.reddit.com/r/golang/comments/bi2tan/nhooyrwebsocket_a_minimal_and_idiomatic_websocket/em1jn6d/?context=3

The close only happens for the first call.

Also, instead of returning an error when the close code/reason are invalid, we should just print to stderr like net/http as no one will ever check Close's error, in normal usage anyway.

[nhooyr]

Should also mention that it unblocks every goroutine interacting with the connection..

[nhooyr]

And the size limit on reason.

[nhooyr]

Should mention that reason should never be used to send dynamic messages as they might become too big.