Doc: add warning about thread safety

This PR adds a warning note about thread safety in the plugin api documentation.

Please note that this is not mentioned in the caveats page as you told me yesterday. I decided not to add it here since the caveats page is a page that we (plugin devs) typically read only once (when we evaluate/discover jedi).

Also note that I encountered the following issue when building the doc with sphinx 1.2b3:

```
sphinx-build -b html -d _build/doctrees   . _build/html
Making output directory...
Running Sphinx v1.2b3
loading pickled environment... not yet created
loading intersphinx inventory from http://docs.python.org/objects.inv...
building [html]: targets for 10 source files that are out of date
updating environment: 10 added, 0 changed, 0 removed
reading sources... [ 10%] docs/development                                                                                                                              
Exception occurred:
  File "/usr/local/lib/python2.7/dist-packages/Sphinx-1.2b3-py2.7.egg/sphinx/environment.py", line 689, in read_doc
    pickle.dump(doctree, f, pickle.HIGHEST_PROTOCOL)
PicklingError: Can't pickle <class 'jedi._compatibility.HackClass'>: attribute lookup jedi._compatibility.HackClass failed
The full traceback has been saved in /tmp/sphinx-err-SKseP1.log, if you want to report the issue to the developers.
Please also report this if it was a user error, so that a better error message can be provided next time.
Either send bugs to the mailing list at <http://groups.google.com/group/sphinx-users/>,
or report them in the tracker at <http://bitbucket.org/birkenfeld/sphinx/issues/>. Thanks!
make: *** [html] Error 1
```

If I remove the development page, the documentation builds properly.

I can open a new issue and copy the full traceback if you think you need it.