Closes getlantern/lantern#1766

This global state for cfg *config.Config doesn't seem necessary to me, and I think confuses things. Maybe just have configure() return a *config.Config and then pass it as necessary from main? The assignment on 113 is otherwise a bit confusing, as some methods use the global config and some use whatever's passed in (they're the same, but I don't think there's any reason to not always pass it). That way the assignment wouldn't be necessary, and you wouldn't have multiple threads working with that global data.