Added note to README.md regarding threading and ThreadLocalSessionProxy.

The current README doesn't include any information about thread-safety, which was a challenge for us recently as we were working with sunspot in sidekiq (a multi-threaded environment). Once we found the ThreadLocalSessionProxy API docs, it was trivial to fix but I thought it would be good to include this info clearly in the README in order to avoid others going through the same troubleshooting pains that we did.