Make the non-thread-safety of DbContext more visible

[roji]

We already have a paragraph on this in the "Configuring a DbContext" page, but this may not be enough (e.g. see #18148).

Could be part of a general rethinking of fundamentals/getting started (dotnet/EntityFramework.Docs#1726). The non-safety is definitely "getting started" information we want to surface to new users right away.

Also maybe add thread-safety notes into our API documentation, which seems pretty common in .NET in general?

[ajcvickers]

Note from triage: in the conceptual docs now; also add to API docs for DbContext.