Add plex server address help

[petern-sc]

I had an issue with the plex server url which was hard to pinpoint.

• Add exception to the error message to help debug errors
• Add help message for the expected url format
  • Plex doesn't like extra trailing slashes in the url.
  • requests requires the protocol to be present

[WhispersOfJ]

Seems like a glorious idea to me.