Provide console feedback on improper protocol

[listrophy]

This kinda conflicts with #12, but that's not merged yet, so.....

Why have this? Because I inadvertently specified a protocol of http:// instead of ws://, and everything just silently failed. Couldn't figure it out until I spotted that bug.

Anyway, if your url doesn't start with ws:// or wss://, then you'll get a console warning with this patch.

[process-bot]

Thanks for the pull request! Make sure it satisfies this checklist. My human colleagues will appreciate it!

Here is what to expect next, and if anyone wants to comment, keep these things in mind.