chore: attempt to be more informative for missing attributesjlvillal/attribute_help

A commonly reported issue from users on Gitter is that they get an
AttributeError for an attribute that should be present. This is often
caused due to the fact that they used the `list()` method to retrieve
the object and objects retrieved this way often only have a subset of
the full data.

Add more details in the AttributeError message that explains the
situation to users. This will hopefully allow them to resolve the
issue.

Update the FAQ in the docs to add a section discussing the issue.

Closes #1138

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