You didn't copy what I wrote.  You missed out the line "rules:", and also 
the indentation is significant:

groups:
  - name: MiscellaneousRules
*    rules:*
      - alert: PrometheusAllTargetsMissing
        expr: ...

(for a given rule group, "name:" and "rules:" must be indented at the same 
level; and each rule is a bullet underneath that)

Note that you don't have to indent sequences beyond the parent key, so the 
following is also accepted:

groups:
- name: MiscellaneousRules
*  rules:*
  - alert: PrometheusAllTargetsMissing
    expr: ....


> What I am trying to undertstand is exactly what is being mapped to where.

A "map" in YAML (and in Go) is what you might call a "dict" in Python or a 
"Hash" in Ruby or Perl: a mapping from key to value.

In YAML, a map can look like this:

key1: value1
key2: value2
key3: value3

although it can also be represented more compactly as

{ key1: value1, key2: value2, key3: value3 }

There are also "sequences" (= "list" or "array" in other languages).  Those 
are

- value1
- value2
- value3

or 

[ value1, value2, value3 ]

Both sequences and maps can contain other sequences and/or maps, by nesting.

The error message is saying you tried to put a map value in a place where 
one was not expected by prometheus.  That is: a file can be structurally 
valid YAML, but still invalid input to prometheus, because it has the wrong 
types of object in the wrong places.

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