help/options.c: add error handling for -d arg

Fail if we fail to set debug level. Also, clarify in usage string that
-d<n> doesn't accept spaces.

Change-Id: I9ea9945dc068e3e7cfd18b16ffa2a29366d6e4d1
Signed-off-by: Girts Folkmanis <opensource@girts.me>
Reviewed-on: http://openocd.zylin.com/3880


Tested-by: jenkins
Reviewed-by: Tomas Vanek <vanekt@fbl.cz>