YoutubeDL: set the 'params' property before any message/warning/error is sent (fixes #1840)

If it sets the 'restrictfilenames' param, it will first report a warning. It will try to get the logger from the 'params' property, which would be set at that moment to None, raising the error 'AttributeError: 'NoneType' object has no attribute 'get''
[youtube:playlist] Remove the link with index 0

It's not the first video of the playlist, it appears in the 'Play all' button (see the test course for an example)