Fix or improve your API Documentation.
Step 2 is unclear or wrong.
I'm unable to make it work only by changing the Client-ID, nor removing the Authentication headers.
You should precise that both need to be changed. Or maybe the OAuth token should work, but it doesn't.
Fix your documentation it's important for developers that everything written here is clear and easily understandable by anyone (or at least devs).
I recommend you to make a full review of the entire documentation... (Get some newbie devs to test it, if they do not understand, it's not written correctly)
Also I really encourage you to make some sample code (like google does) publishing them on a git repo or anything like this.
And maybe you can make some Client Libraries (like Google does, again).

Earlier in the year, the API example had been fixed and the guide has been rewritten.
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Thanks for the feedback. It has come to my attention that the API example has syntax errors and is not the best example to provide. This will be updated soon.
We are slowly auditing the documentation, and taking action on many UserVoice and GitHub Issues that have been filed. This is a goal to complete over the first few months of the year.
Another goal is to revitalize and integrate the client libraries and samples listing that was started, but never fully discoverable from the site. That is at dev.twitch.tv/code.
And we do have a GitHub with sample code, though this could also be linked to or mentioned more frequently. That is at github.com/TwitchDev.
I will leave this specific UserVoice entry open until we at least fix the API example. Thanks again.