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.param init is not needed
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This is a minor documentation nit, but:

In my experiments with the sqlite3 shell, I can set parameters without doing `.param init` manually. The `sqlite_parameters` table gets created automagically when needed. But the documentation seems to indicate otherwise, though it is not stated explicitly. In fact, as far as I have been able to find out by experimenting, `.param init` has no user-visible effect unless the user names the `sqlite_parameters` table explicitly.

Digging a bit further, this seems to have been the behaviour since the `.parameter` command was [introduced in checkin 1f9fa58541](https://www2.sqlite.org/cgi/src/info/1f9fa58541dc9749) a couple of years ago. (See the call to `bind_table_init(p)` in line 7158 of `src/shell.c.in` at the time of that checkin.

So my wild guess is that this line was added at a late stage of coding the feature, after the documentation had already been written. And ever since, people have just assumed one needs to run `.param init`.