Add bit to docs readme about the theme submodule

docs/README.md

@@ -7,3 +7,12 @@ Using Ubuntu 14.04 LTS:
 2. Run ./bin/generate-docs.sh
 
 It will generate the documentation into the build directory of the checkout.
+
+
+## Theme issues
+
+If you get a "Theme error", check if the `en/_theme` subdirectory is empty,
+in which case you will need to run:
+
+1. git submodule init
+2. git submodule update
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