Improve UX for users coming from rbenv (`local` vs `set` confusion)

Many developers transitioning from rbenv (and even AI-generated commands)
often try to run:

asdf local ruby 3.x.x

However, asdf uses:

asdf set ruby 3.x.x

This leads to confusion and a poor onboarding experience.

### Describe the proposed solution

1. Improve CLI error message when `local` is used:
Suggest `asdf set` as the correct alternative

2. (Optional) Consider a compatibility alias or soft redirect
This would improve developer experience and reduce friction,
especially for users switching from rbenv or relying on AI tools.

Happy to contribute a PR for this.

### Describe similar `asdf` features and why they are not sufficient

asdf previously supported commands like `asdf local` and `asdf global`,
but newer versions have standardized on `asdf set`.

While `asdf set` is functionally correct and more consistent, it differs
from tools like rbenv that many developers are already familiar with.

As a result, users transitioning from rbenv (and even AI-generated commands)
often attempt to use `asdf local`, which leads to confusion or errors.

Currently, when this happens, the CLI does not provide a helpful suggestion
or guidance toward the correct `asdf set` command.

Therefore, while the functionality exists (`asdf set`), the lack of
user guidance in this scenario makes the experience less intuitive
for new users.

### Describe other workarounds you've considered

Other Workarounds Considered:

1. **Documentation Updates**
- Adding clearer instructions in the README about the difference between `asdf local` and `asdf set`.
- While this helps users who read the docs, many users (especially those coming from rbenv or using AI-generated instructions) may still encounter confusion in real-time CLI usage.

2. **User Aliases**
- Users can manually create shell aliases such as:
```bash
alias asdf-local='asdf set'
```
- This works locally but requires individual setup for each user and is not discoverable for new users or automated scripts.

3. **Shell Completion Scripts**
- Some users may rely on shell completion to guide them.
- However, it doesn’t provide an error message or correction when a mistaken `local` command is typed.

4. **Training or AI Prompts**
- Some users attempt to rely on AI assistants for command guidance.
- Currently, AI tools often suggest the outdated `local` command, which fails without guidance from the CLI.

Conclusion:
- Existing workarounds either require manual setup or do not help users in the moment.
- A CLI-level UX improvement (e.g., suggesting `asdf set` when `local` is used incorrectly) would solve the problem globally without burdening users.

Locate the CLI handling for an unrecognized `local` command and run `asdf local ruby 3.x.x` to observe the current error. Update the guidance so it points users to `asdf set`; treat the compatibility alias as optional unless the project specifies it, and verify the resulting CLI behavior with the relevant tests.

Written by the indexing model from the issue text.