DOC: Add note to docstring DataFrame.compare about identical labels
- [x] closes #35491
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`

Hello @erfannariman! Thanks for updating this PR. We checked the lines you've touched for [PEP 8](https://www.python.org/dev/peps/pep-0008) issues, and found:



There are currently no PEP 8 issues detected in this Pull Request. Cheers! :beers: 

##### Comment last updated at 2020-09-01 16:35:46 UTC @simonjayhawkins do you have time to check this PR? Thanks will look soon @MarcoGorelli I added `DataFrame.equals` to "see also"  section as well since these methods are quite alike. If that is not oke, let me know and I'll remove it.
 @MarcoGorelli Do you have any idea what's the cause of this test failing? I can't figure out. > @MarcoGorelli Do you have any idea what's the cause of this test failing? I can't figure out.

fixed in #36011, restarted job so should pass. ping @MarcoGorelli @simonjayhawkins  ping @jreback  LGTM Thanks @erfannariman 