Improved error messages

[appetrosyan]

Currently if the URL is not in the expected format (e.g. localhost:8080 instead of http://0.0.0.0:8080 we get forwarded the underlying error message from the Emacs library that does the requesting.

I would wager we need some form of setup wizard to make this less error prone.

Additionally, currently the plugin does nothing. It only shows Contacting host: 0.0.0.0:8080, and nothing happens. This is bad UX.