DOC: Add clarifications to docs for setting up a development environment
Hi all - having just been through the setup process (Mac, mamba) and as a non-expert I thought I'd feed back some things that would have made my experience faster and smoother.

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**Change 1**
- It wasn't 100% clear to me that I did **_not_** need to use any information from the link `https://devguide.python.org/setup/#macos`  (it is clear with hindsight, but it's the initial impression that I'm trying to improve here):

Before this change:
<kbd><img width="750" alt="image" src="https://github.com/pandas-dev/pandas/assets/122238526/c72c8c93-4b70-4918-bdfe-557c859d40a7"></kbd>

After:
<kbd><img width="683" alt="image" src="https://github.com/pandas-dev/pandas/assets/122238526/8025886f-4d85-4987-b29b-398897662035"></kbd>

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**Change 2**
- I got confused by `mamba` vs `conda`, and that you actually need to install is called `miniforge` - I had a moment of doubt here that I was on the wrong track.

Before this change:
<kbd><img width="617" alt="image" src="https://github.com/pandas-dev/pandas/assets/122238526/bd87599c-30a0-4f88-8a11-087cb8824dbf"></kbd>

<kbd><img width="729" alt="image" src="https://github.com/pandas-dev/pandas/assets/122238526/123675ee-e30e-4385-99b3-5c085613de99"></kbd>

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**Change 3**
- I found that I had some old packages that were used in my mamba environment (probably from a previous install of mamba - last I played with this was about a year ago). Looking into them, they were packages like `sphinx` that did not have a version pinned in `environment.yml`. This feels like it could be a source of errors for people getting set up.

After:
<kbd><img width="769" alt="image" src="https://github.com/pandas-dev/pandas/assets/122238526/395165e2-3b39-4a5a-9f7f-d377319a2453"></kbd>

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**Change 4**
- Sounds strange, but I wasn't sure when I was actually 'done' with getting set up.
- I tend to like to run unit tests when I get set up with a new repo.
- I didn't realize that with this setup some of the unit tests (the ones with external dependencies) were expected to fail, as helpfully documented [here](https://pandas.pydata.org/docs/dev/development/contributing_codebase.html#running-the-test-suite).  I feel this is really important - I lost a lot of time because I assumed there must be something wrong with my install because unit tests were failing. By adding the link here hopefully others see this information sooner.

Before this change:
<kbd><img width="776" alt="image" src="https://github.com/pandas-dev/pandas/assets/122238526/7e689a9d-86db-4a28-96f5-46322f33c417"></kbd>


After:
<kbd><img width="791" alt="image" src="https://github.com/pandas-dev/pandas/assets/122238526/079ce0c7-bc8b-4359-a03e-fa4e0f35c71e"></kbd>


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- [ ] closes #xxxx (Replace xxxx with the GitHub issue number)
- [ ] [Tests added and passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#writing-tests) if fixing a bug or adding a new feature
- [x] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).
- [ ] Added [type annotations](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#type-hints) to new arguments/methods/functions.
- [ ] Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.

Thanks @smij720 