Document troubles developing with IDE's

[jvalkeal]

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To make development process more easy, document issues with various IDE's as mileage vary between IntelliJ, Eclipse/STS and VSCode.

This because running shell/cli app directly from IDE may be wrong choice mostly coming from i.e. https://github.com/spring-projects/spring-shell/discussions/534#discussioncomment-3662477. Instead letting devs banging their head to a wall, make it clear on what constraints they are working with.