Suggest checking the data dir path when unable to initialize fonts

Not being able to initialize fonts is usually the direct consequence of
a failure to read data/hardwired/fonts.cfg, possibly because the game
data dir was incorrectly set or detected. Thus, it's the ideal point
during early initialization to provide a hint on stderr for players.

I specifically avoided mentioning anything about "installing" the game
so as to not contribute to the common misconception that the game needs
to be installed to run.