[feature]: Better error message for first-time-users: No 'Access-Control-Allow-Origin' header is present

Is your feature request related to a problem? Please describe.

I try to execute my first GET request and get this result:

I think the first-time-user experience could get improved here.

The hint to F12 vanishes soon, and I think accessing the error message via F12 is not a nice solution.

It would be nice, if the software could tell me directly what went wrong. Then maybe some explanation, and a way how to work around this.