[RFC] Fix outdated doc: Connecting to nvim through python REPL.

After b8b48bbe8fe9ee41ad73c9bd5a45e808504399e2 at python-client, doc was no longer
relevant. 

This updates doc from instructions in python-client README.md.

Now, a couple of extra comments on this:
- Not sure if ruby instructions above those of python are completely up-to-date, too (I would say yes, but not sure).
- I find the old way (`neovim.connect(<address>)`) much more pythonic than the new one. Couldn't we reintroduce a `connect` function, taking session params, that does the same we are doing manually now?