DOC: Merge FAQ and gotcha (rebase of GH13768)
Rebase and clean-up of https://github.com/pandas-dev/pandas/pull/13768

closes #9809
lgtm! ## [Current coverage](https://codecov.io/gh/pandas-dev/pandas/pull/15222?src=pr) is 85.98% (diff: 100%)
> Merging [#15222](https://codecov.io/gh/pandas-dev/pandas/pull/15222?src=pr) into [master](https://codecov.io/gh/pandas-dev/pandas/branch/master?src=pr) will decrease coverage by **<.01%**

```diff
@@             master     #15222   diff @@
==========================================
  Files           140        140          
  Lines         51272      51275     +3   
  Methods           0          0          
  Messages          0          0          
  Branches          0          0          
==========================================
+ Hits          44087      44089     +2   
- Misses         7185       7186     +1   
  Partials          0          0          
```

> Powered by [Codecov](https://codecov.io?src=pr). Last update [64d7670...7abb65b](https://codecov.io/gh/pandas-dev/pandas/compare/64d7670d99a11ec4e263da73f2bb1335cb4290d3...7abb65bcf56d5924feceb6a91cc9d77cd9408074?src=pr) thanks!