Resolve "Improve one-line GDK install script"

What does this Merge Request do and why?

As proposed at #1239 (closed), this MR improves the one-line install script by:

• Checking if the running user is root earlier and bail if so.
• Including a preamble that shows what is about to happen and a link to the source for the install script.
• Including some logic to only execute the script if correctly downloaded (to avoid executing a partially downloaded script).

Merge Request checklist

• This change is backward compatible. If not, please include steps to communicate to our users.
• Tests added for new functionality. If not, please raise Issue to follow-up.
• Documentation added/updated, if needed.
• gdk doctor test added, if needed.
• Add the ~highlight label if this MR should be included in the CHANGELOG.md.

Closes #1239 (closed)