Yeah, if you bury in the docs, it's no good because as you say, people have already broken it by then. With any 3rd party library (Unity or otherwise), installation always seems to be the hardest part for me at least. That's why I think it should be the FIRST thing in the docs, even before the "Terminology and introduction" section. Learning the terminology isn't very useful if you've got a broken install, so installation instructions should be the very first thing you see. A "Getting started" button on install isn't a bad idea either, but people tend to skip over things like that, just like EULA's that nobody ever reads. If it's easily accessible and clearly marked in the docs, before anything else, maybe even in bold-face, red text with a big "READ THIS FIRST" note if you want to be extra careful, then people might be more likely to see it. (And of course, the "Getting started" button could just link directly to that page in the docs. It's just my opinion, though. I'm not telling you how best to do it, just saying that if a lot of people are making this mistake as you say, it's probably worth documenting it so you don't have to keep answering the same question over and over.
Anyhow, thanks for helping out. Already liking what I see so far. Only problem now is how to translate the existing (fairly sizable) code-base to use this system without breaking everything, but that's what they're paying me for...