Log some information when you start (in the output stream)

[EtienneSchmitz]

Is your feature request related to a problem? Please describe.
When we start the project, we doesn't see anything about an initialization, it can be difficult to know if proton is started.

Describe the solution you'd like
Put some std::cout in some function to see initialization step.

Describe alternatives you've considered
No alternatives

Additional context
Nothing to put here