Initializes the monitoring connector that is required to get alerts by calling GetMonitoringAlerts.

The MonitoringConnector must be set up and initialized before any alerts can be retrieved. This method initializes the monitoring connector for subsequent calls with the currently stored bookmark.

Attempting to Initialize a monitoring connector that is already initialized results in an exception with the "The connector is already in the given state." warning. It is advisable to perform a check of the Initialized property to determine if the monitoring connector is already initialized before attempting to Initialize the monitoring connector.