Improved docs on setting up Postgresql (#5661)

Added that synapse_user needs a database to access before it can auth
Noted you'll need to enable password auth, linked to pg_hba.conf docs

changelog.d/5661.docs

+Improvements to Postgres setup instructions. Contributed by @Lrizika - thanks!

docs/postgres.rst

@@ -34,9 +34,14 @@ Assuming your PostgreSQL database user is called ``postgres``, create a user
    su - postgres
    createuser --pwprompt synapse_user
 
-The PostgreSQL database used *must* have the correct encoding set, otherwise it
-would not be able to store UTF8 strings. To create a database with the correct
-encoding use, e.g.::
+Before you can authenticate with the ``synapse_user``, you must create a 
+database that it can access. To create a database, first connect to the database
+with your database user::
+
+   su - postgres
+   psql
+
+and then run::
 
    CREATE DATABASE synapse
     ENCODING 'UTF8'
@@ -46,7 +51,13 @@ encoding use, e.g.::
     OWNER synapse_user;
 
 This would create an appropriate database named ``synapse`` owned by the
-``synapse_user`` user (which must already exist).
+``synapse_user`` user (which must already have been created as above).
+
+Note that the PostgreSQL database *must* have the correct encoding set (as 
+shown above), otherwise it will not be able to store UTF8 strings.
+
+You may need to enable password authentication so ``synapse_user`` can connect
+to the database. See https://www.postgresql.org/docs/11/auth-pg-hba-conf.html.
 
 Tuning Postgres
 ===============