[SPARK-14424][BUILD][DOCS] Update the build docs to switch from assembly to package and add a no…

## What changes were proposed in this pull request?

Change our build docs & shell scripts to that developers are aware of the change from "assembly" to "package"

## How was this patch tested?

Manually ran ./bin/spark-shell after ./build/sbt assembly and verified error message printed, ran new suggested build target and verified ./bin/spark-shell runs after this.

Author: Holden Karau <holden@pigscanfly.ca>
Author: Holden Karau <holden@us.ibm.com>

Closes #12197 from holdenk/SPARK-1424-spark-class-broken-fix-build-docs.