mention redirect URI when using mcp-remote

Author: burmudar

docs/api/mcp/index.mdx

@@ -55,7 +55,10 @@ If your client does not natively support specifying an OAuth 2.0 Client ID, you
 ```
 
 <Callout type="info">
-  Replace `your-sourcegraph-instance.com` with your Sourcegraph instance URL and `<your-client-id>` with the ID of the client you registered in the prerequisites step.
+  <ul>
+    <li>Replace `your-sourcegraph-instance.com` with your Sourcegraph instance URL and `<your-client-id>` with the ID of the client you registered in the prerequisites step.</li>
+    <li>When using the `mcp-remote` fallback, ensure the OAuth client you uses has it's redirect URI set to `http://localhost:3334`.</li>
+  </ul>
 </Callout>
 
 ### Authorization Header