Docs: Oauth scope in MCP server, troubleshooting, Claude Desktop

What does this MR do?

This documentation update improves the setup instructions for connecting GitLab's MCP (Model Context Protocol) server to AI coding assistants like Cursor and Claude Desktop. The main changes include:

Updated requirements: Changed the minimum Node.js version from 18 to 20 for better compatibility.

Enhanced setup instructions: Added clearer step-by-step guidance for both Cursor and Claude Desktop, including specific configuration examples with proper OAuth settings and mandatory parameters.

New Claude Desktop section: Added complete instructions for connecting Claude Desktop to GitLab, which wasn't covered before.

Comprehensive troubleshooting: Added a new troubleshooting section with debugging commands, log viewing instructions, and solutions for common connection issues.

Improved examples: Updated configuration examples with more realistic URLs (gitlab.example.com instead of generic placeholders) and added sample questions users can ask to test the connection. Note: This is a technical writing style guide requirement - gitlab.example.com for URLs.

The changes make it much easier for developers to set up and troubleshoot the GitLab MCP server integration with their AI coding tools.

Related issues

The oauth scope problem was debugged and tested in #566965 (closed)

Detailed client tests are in this confidential thread #566965 (comment 2721848992)

This MR is the user facing document, and does not replace the engineering/development docs MR in !202921 (diffs) Once that latter is merged, the user docs can link there. I personally found the MCP Inspector very useful as user, too, therefore it is explained in the troubleshooting docs.

This MR supersedes the proposed mcp-remote version pinning in #566925 (closed) and !203355 (closed)

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