Add Markdown linting and one rule

See the general Documentation guidelines: https://docs.gitlab.com/ee/development/documentation/.

What does this MR do?

Runs Markdown linting on project, for a single rule to start with.

https://github.com/markdownlint/markdownlint/blob/master/docs/RULES.md#md032---lists-should-be-surrounded-by-blank-lines

In some cases, breaking this rule breaks the HTML renderer (which is the case this project in many places).

CC @axil @twk3 could one of you look and merge?

Relates to: https://gitlab.com/gitlab-com/gitlab-docs/issues/287.