`Client` shouldn't create `LocalCluster`

This came out of the dev meeting today. The idea is that the separation between Client and Cluster is opaque and the hope is that making the separation clearer will help with understanding for users. The proposal here is that `Client` should not create a `LocalCluster` on the fly if no arguments are provided. Instead we should recommend people create the cluster explicitly.

current
```python
from distributed import Client

client = Client()
```
proposed
```python
from distributed import LocalCluster

client = LocalCluster().get_client()
```
The benefit of creating the cluster explicitly is that we can provide better help, and it makes it clearer to the user how they would go about using a different type of cluster.

Related to #6791