Clarifies that in the empty state, the "New Thread…" menu is exposed as
the agent selector button on the left, rather than the `+` button in the
top-right toolbar. Adds this note to the Getting Started sections for
Gemini CLI, Claude Agent, and Codex in `external-agents.md`, and
reorders the description in `agent-panel.md` to mention the empty state
first.

Release Notes:

- N/A