identity: ease directory creation frictions

Directories might be tricky to manage for users as they can find themselves in one of these situations:

1. They tried to create a principal from the UI => Konnect automatically creates a `default` directory (they don't know that)
2. They might want to change the name of an existing directory
3. They don't have a directory at all and it's their first time using principals by following a guide (our target audience)

1 and 2 might have a hard time understanding this.

## Possible solutions

- [ ] Document in an faq
- [ ] Include step to check the name of their directory, and a command to change the name of the directory to `example-directory` so they can copy and paste the commands without frictions.