Include response headers in curl examples

[sambostock]

Motivation and Context

The SSE example instructs the user to run a curl command to initialize the session, and then use the session ID in subsequent requests, but the session ID appears in a header and headers aren't shown.

Therefore, it makes sense to pass the -i flag to show headers in the output.

-curl -X POST http://localhost:9393 -H "Content-Type: application/json" \                                               
+curl -i -X POST http://localhost:9393 -H "Content-Type: application/json" \
 -d '{"jsonrpc":"2.0","method":"initialize","id":1,"params":{"protocolVersion":"2024-11-05","capabilities":{},"clientInfo":{"name":"sse-test","version":"1.0"}}}'
+HTTP/1.1 200 OK
+Content-Type: application/json
+Mcp-Session-Id: a3b4361f-1527-481e-96fb-4ec419645c41
+Content-Length: 152
 
 {"jsonrpc":"2.0","id":1,"result":{"protocolVersion":"2024-11-05","capabilities":{"tools":{}},"serverInfo":{"name":"sse_test_server","version":"0.1.0"}}}

Since the purpose of the examples is to demonstrate how things work, it makes sense to do this for all curl commands, so the user sees what's being sent/received.

How Has This Been Tested?

Not applicable

Breaking Changes

Nope

Types of changes

• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)
• Documentation update

Checklist

• I have read the MCP Documentation
• My code follows the repository's style guidelines
• New and existing tests pass locally
• I have added appropriate error handling
• I have added or updated documentation as needed

Additional context