[MXNET-1385] Improved Scala Init and Macros warning messages

[lanking520]

Description

Add comprehensive comments on Init and Macros stage for Scala build to get rid of Scala docs warning.
@zachgk @andrewfayres @piyushghai @aaronmarkham

This is the phase 1 for #14081

Checklist

Essentials

Please feel free to remove inapplicable items for your PR.

• The PR title starts with [MXNET-$JIRA_ID], where $JIRA_ID refers to the relevant JIRA issue created (except PRs with tiny changes)
• Changes are complete (i.e. I finished coding on this PR)
• All changes have test coverage:
• Unit tests are added for small changes to verify correctness (e.g. adding a new operator)
• Nightly tests are added for complicated/long-running ones (e.g. changing distributed kvstore)
• Build tests will be added for build configuration changes (e.g. adding a new build option with NCCL)
• Code is well-documented:
• For user-facing API changes, API doc string has been updated.
• For new C++ functions in header files, their functionalities and arguments are documented.
• For new examples, README.md is added to explain the what the example does, the source of the dataset, expected performance on test set and reference to the original paper if applicable
• Check the API doc at http:https://mxnet-ci-doc.s3-accelerate.dualstack.amazonaws.com/PR-$PR_ID/$BUILD_ID/index.html
• To the my best knowledge, examples are either not affected by this change, or have been fixed to be compatible with this change

[aaronmarkham]

Can you be consistent with sentence capitalization? I think when displayed in the docs it'll look better if the doc strings are formatted consistently.

Can you flag functions and params with ticks?

Can you cross link to other functions' or params' docs? (not sure if this is possible)

[aaronmarkham]

Found some leftover formatting issues... I'm seeing isContrib in a lot of places that probably should be formatted too.