Arduino often calls static methods like Wifi.begin(). When reading the documentation on Arduino's WiFiSendReceiveUDPString page, if you don't pay attention to the declaration "WiFiUDP Udp" you will assume that the "Udp" in the code samples is a static class.

Not a problem though, if you don't declare "WiFiUDP Udp", you will just get an error that variable is missing, right? No. You get the error that Udp was renamed to EthernetUdp. And now you're off on a wild goose chase trying to figure out what EthernetUdp is and where to get that library.

My suggestion is either change the documentation and set "WiFiUDP udp", making it obvious that "udp" is a variable, or remove the error that says Udp has been changed to EthernetUdp and make it clear that the variable is not declared.