chore(docs): check titles, headlines & text + change some NOTE to Note

[codingCookie]

Description

This PR introduces some minor changes in the docs/mdx folder.

What have i done?

• changed some headlines to fit the style guide
• changed NOTE to Note - to get it the same in every file
• changed Mdx to MDX
• a few minor text changes to get a more active voice

Related Issues

Related to #18284

[codingCookie]

@marcysutton can you have a look at the CircleCI Tests? 2 of them failed.
CircleCI said in integration_tests_structured_logging

...
> node-gyp rebuild || node suppress-error.js

gyp WARN EACCES user "root" does not have permission to access the dev dir "/root/.node-gyp/10.16.3"
gyp WARN EACCES attempting to reinstall using temporary dev dir "/usr/local/lib/node_modules/gatsby-dev-cli/node_modules/dtrace-provider/.node-gyp"
.....

and in themes_e2e_tests_production_runtime

...
configure error 
Error: EACCES: permission denied, mkdir '/usr/local/lib/node_modules/gatsby-dev-cli/node_modules/dtrace-provider/.node-gyp'
...

Have I done anything wrong?

[LekoArts]

Thanks for the PR! The failing CI tests are/were unrelated to your PR, for docs the most important one is the lint one. I changed two things as "Markdown" is its own noun and a little typo fix.

[gatsbot]

Holy buckets, @codingCookie — we just merged your PR to Gatsby! 💪💜

Gatsby is built by awesome people like you. Let us say “thanks” in two ways:

1. We’d like to send you some Gatsby swag. As a token of our appreciation, you can go to the Gatsby Swag Store and log in with your GitHub account to get a coupon code good for one free piece of swag. We’ve got Gatsby t-shirts, stickers, hats, scrunchies, and much more. (You can also unlock even more free swag with 5 contributions — wink wink nudge nudge.) See gatsby.dev/swag for details.
2. We just invited you to join the Gatsby organization on GitHub. This will add you to our team of maintainers. Accept the invite by visiting https://github.com/orgs/gatsbyjs/invitation. By joining the team, you’ll be able to label issues, review pull requests, and merge approved pull requests.

If there’s anything we can do to help, please don’t hesitate to reach out to us: tweet at @gatsbyjs and we’ll come a-runnin’.

Thanks again!