[SPARK-4546] Improve HistoryServer first time user experience

The documentation points the user to run the following
```
sbin/start-history-server.sh
```
The first thing this does is throw an exception that complains a log directory is not specified. The exception message itself does not say anything about what to set. Instead we should have a default and a landing page with a better message. The new default log directory is `file:/tmp/spark-events`.

This is what it looks like as of this PR:

![after](https://issues.apache.org/jira/secure/attachment/12682985/after.png)

Author: Andrew Or <andrew@databricks.com>

Closes #3411 from andrewor14/minor-history-improvements and squashes the following commits:

f33d6b3 [Andrew Or] Point user to set config if default log dir does not exist
fc4c17a [Andrew Or] Improve HistoryServer UX