As discussed with @JonasVautherin on discord, here's the PR to add a brief tip to the docs teaching users how to enable debug output for mavlink-server, which can prove quite handy to figure out connection issues, or at least to verify that mavsdk-server is working even if the connection is not.

Do note that this will not currently render correctly in discord. Due to github/markup#1682 rendering of .. note syntax in github rst is currently broken. It should hopefully work fine on the website regardless. I have verified the syntax by pasting the affected section into https://waldyrious.net/rst-playground/ and it renders correctly there.