[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)
Yeah you're right. Maybe we should just throw an exception after all, but with a better message.