finalizing-setup: add note if GM9 fails to start

I found someone who misspelled "payloads" as "playloads", causing
confusion for a while until I saw a directory listing. I don't know how
common exactly this is but I feel a note could be added here.

I'm not too happy about how this is worded though. Especially the path
which might need to be updated following #1829.

_pages/en_US/finalizing-setup.txt

@@ -103,6 +103,7 @@ If, before following this guide, you already had an EmuNAND setup and would like
 
 1. Power off your device
 1. Launch GodMode9 by holding (Start) during boot
+  + If GodMode9 does not start after repeated attempts, check to make sure `GodMode9.firm` is in the correct place (`/luma/payloads`) and that the folders are spelled correctly
 1. If you are prompted to create an essential files backup, press (A) to do so, then press (A) to continue once it has completed
 1. If you are prompted to fix the RTC date&time, press (A) to do so, then set the date and time, then press (A) to continue
 1. Press (Home) to bring up the action menu