DOC: Added recommanded "msg" creation format
- [x] ref https://github.com/pandas-dev/pandas/pull/32158#discussion_r382710851
- [ ] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

I don't think this is important to document or makes that much of a difference I thought so as well, just opened this PR to make a discussion about it.