Update error message with markdown

[samtholiya]

what

• We update the error message to markdown.

why

• To improve the user experience of the help

references

• DEV-3052

[osterman]

Let's pause on this and have a separate discussion on how we handle errors that are returned. The fact that we don't use different error types and have these formatted return values for log events is a bad pattern that we continue to double down on. Returning errors is one thing and formatting them for log output is another.