docs: Add note about esp-idf not supporting spaces in paths

Ref Github #10

docs/linux-setup.rst

@@ -108,6 +108,7 @@ Note the ``--recursive`` option! If you have already cloned ESP-IDF without this
     cd ~/esp/esp-idf
     git submodule update --init
 
+**IMPORTANT:** The esp-idf build system does not support spaces in paths to esp-idf or to projects.
 
 Step 3: Starting a project
 ==========================

docs/macos-setup.rst

@@ -122,6 +122,7 @@ The easiest way to start a project is to download the template project from GitH
 
 This will download ``esp-idf-template`` project into ``~/esp/myapp`` directory.
 
+**IMPORTANT:** The esp-idf build system does not support spaces in paths to esp-idf or to projects.
 
 Step 4: Building and flashing the application
 =============================================

docs/windows-setup.rst

@@ -59,6 +59,8 @@ The easiest way to start a project is to download the Getting Started project fr
 
 The process is the same as for checking out the ESP-IDF from github. Change to the parent directory and run ``git clone https://github.com/espressif/esp-idf-template.git``.
 
+**IMPORTANT:** The esp-idf build system does not support spaces in paths to esp-idf or to projects.
+
 Step 4: Configuring the project
 ===============================