Add explanation that individual initialisation will throw errors

Co-authored-by: Colin Rotherham <colin.rotherham@digital.cabinet-office.gov.uk>

source/importing-css-assets-and-javascript/index.html.md.erb

@@ -162,6 +162,14 @@ Then import the JavaScript file before the closing `</body>` tag of your HTML pa
 </body>
 ```
 
+Errors from components will be logged in the browser's console.
+
+For example, when:
+
+* GOV.UK Frontend is not supported in the current browser
+* Component templates have missing changes from our release notes
+* Component JavaScript configuration does not match our documentation
+
 #### Select and initialise an individual component
 
 You can select and initialise a specific component by using its `data-module` attribute. For example, use `govuk-radios` to initialise the first radio component on a page:
@@ -176,6 +184,12 @@ You can select and initialise a specific component by using its `data-module` at
   </script>
 ```
 
+When initialised individually, errors are thrown rather than logged.
+This will stop the execution of the script and you'll need to either:
+
+* fix what causes the error
+* use a [`try/catch` block](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Statements/try...catch) to change the behaviour of your code in reaction to the error
+
 ### Import JavaScript using a bundler
 
 If you decide to import using a bundler, we recommend you use `import` to only import the JavaScript for components you're using in your service. For example: