[Messaging Function Extension] README Updates (Azure#20924)

The focus of these changes is to correct an error in the configuration
examples for Event Hubs and to include additional information about the permission
grants needed when using  managed identity.

Author: jsquire

sdk/eventhub/Microsoft.Azure.WebJobs.Extensions.EventHubs/README.md

@@ -36,7 +36,7 @@ For the local development use the `local.settings.json` file to store the connec
 {
   "Values": {
     "AzureWebJobsStorage": "UseDevelopmentStorage=true",
-    "<connection_name>": "Endpoint=sb://<event_hub_name>.servicebus.windows.net/;SharedAccessKeyName=RootManageSharedAccessKey;SharedAccessKey=Jya7Eh76HU92ibsxuk1ITN8CM8Bt76YLKf5ISjU3jZ8="
+    "<connection_name>": "Endpoint=sb://<event_hubs_namespace>.servicebus.windows.net/;SharedAccessKeyName=RootManageSharedAccessKey;SharedAccessKey=Jya7Eh76HU92ibsxuk1ITN8CM8Bt76YLKf5ISjU3jZ8="
   }
 }
 ```
@@ -45,22 +45,23 @@ When deployed use the [application settings](https://docs.microsoft.com/azure/az
 
 #### Managed identity authentication
 
-If your environment has [managed identity](https://docs.microsoft.com/azure/app-service/overview-managed-identity?tabs=dotnet) enabled you can use it to authenticate the Event Hubs extension.
-To use managed identity provide the `<connection_name>__fullyQualifiedNamespace` configuration setting.
+If your environment has [managed identity](https://docs.microsoft.com/azure/app-service/overview-managed-identity?tabs=dotnet) enabled you can use it to authenticate the Event Hubs extension.  Before doing so, you will need to ensure that permissions have been configured as described in the [Azure Functions developer guide]( https://docs.microsoft.com/azure/azure-functions/functions-reference#grant-permission-to-the-identity).
+
+To use managed identity provide the `<connection_name>__fullyQualifiedNamespace` configuration setting.  
 
 ```json
 {
   "Values": {
     "AzureWebJobsStorage": "UseDevelopmentStorage=true",
-    "<connection_name>__fullyQualifiedNamespace": "<event_hub_name>.servicebus.windows.net"
+    "<connection_name>__fullyQualifiedNamespace": "{event_hubs_namespace}.servicebus.windows.net"
   }
 }
 ```
 
 Or in the case of deployed app set the same setting in [application settings](https://docs.microsoft.com/azure/azure-functions/functions-how-to-use-azure-function-app-settings):
 
 ```
-<connection_name>__fullyQualifiedNamespace=<event_hub_name>.servicebus.windows.net
+<connection_name>__fullyQualifiedNamespace={event_hubs_namespace}.servicebus.windows.net
 ```
 
 ## Key concepts