Add linting for the documentation and fix any current issues

[meszarosrob]

Please check if the PR fulfills these requirements

• The commit message follows our guidelines
• Tests for the changes have been added (for bug fixes/features)
• Docs have been added/updated (for bug fixes/features)

What kind of change does this PR introduce? (Bug fix, feature, docs update, ...)
Feature, docs update.

What is the current behavior? (You can also link to an open issue here)
There's no linting set up for the documentation, which has resulted in some inconsistencies.

What is the new behavior (if this is a feature change)?
Markdown files are linted when updated or newly added, and the current documentation passes the linting.

Does this PR introduce a breaking change? (What changes might users need to make in their application due to this PR?)
No.

Other information:
None.

[tyrann0us]

Thanks for working on this! Left some inline comments and questions.
Also, why does Markdownlint complain about italics?

[meszarosrob]

@tyrann0us

Also, why does Markdownlint complain about italics?

The error was about consistency, rather than about italics per se. The text remained italicized after the fix 9394ed3.

[tyrann0us]

Thanks for implementing the changes. LGTM. 👌🏽

The error was about consistency, rather than about italics per se. The text remained italicized after the fix 9394ed3.

Ah, sure. A single asterisk is italic; a double asterisk is bold … 🤦🏽‍♂️ Sorry for the noise!