DOC: add warning to append about inefficiency
 - [X] closes #16418 
 - [X] passes ``git diff upstream/master -u -- "*.py" | flake8 --diff``
 - [X] Improves documentation about append with regards to append

I think I misused Git and deleted my old pull request and repushed the branch instead of rebasing correctly.... sorry about that. I believe I have addressed everything in that review: wording, removing the `try` - `except`, and spacing issues.

# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/17017?src=pr&el=h1) Report
> Merging [#17017](https://codecov.io/gh/pandas-dev/pandas/pull/17017?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/e5de21a991408b3d3783489989201826af8ada67?src=pr&el=desc) will **decrease** coverage by `0.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/17017/graphs/tree.svg?height=150&width=650&token=eZ4WkYLtcO&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/17017?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #17017      +/-   ##
==========================================
- Coverage   91.02%      91%   -0.02%     
==========================================
  Files         161      161              
  Lines       49298    49298              
==========================================
- Hits        44873    44864       -9     
- Misses       4425     4434       +9
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `88.77% <100%> (ø)` | :arrow_up: |
| #single | `40.18% <25%> (-0.07%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/17017?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/17017?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.76% <100%> (-0.1%)` | :arrow_down: |
| [pandas/core/series.py](https://codecov.io/gh/pandas-dev/pandas/pull/17017?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvc2VyaWVzLnB5) | `94.91% <100%> (ø)` | :arrow_up: |
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/pull/17017?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `25% <0%> (-58.34%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/17017?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/17017?src=pr&el=footer). Last update [e5de21a...6ca4047](https://codecov.io/gh/pandas-dev/pandas/pull/17017?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/17017?src=pr&el=h1) Report
> Merging [#17017](https://codecov.io/gh/pandas-dev/pandas/pull/17017?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/e5de21a991408b3d3783489989201826af8ada67?src=pr&el=desc) will **decrease** coverage by `0.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/17017/graphs/tree.svg?src=pr&token=eZ4WkYLtcO&width=650&height=150)](https://codecov.io/gh/pandas-dev/pandas/pull/17017?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #17017      +/-   ##
==========================================
- Coverage   91.02%      91%   -0.02%     
==========================================
  Files         161      161              
  Lines       49298    49298              
==========================================
- Hits        44873    44864       -9     
- Misses       4425     4434       +9
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `88.77% <100%> (ø)` | :arrow_up: |
| #single | `40.18% <25%> (-0.07%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/17017?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/series.py](https://codecov.io/gh/pandas-dev/pandas/pull/17017?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvc2VyaWVzLnB5) | `94.91% <100%> (ø)` | :arrow_up: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/17017?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.76% <100%> (-0.1%)` | :arrow_down: |
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/pull/17017?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `25% <0%> (-58.34%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/17017?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/17017?src=pr&el=footer). Last update [e5de21a...6ca4047](https://codecov.io/gh/pandas-dev/pandas/pull/17017?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 thanks @shanral 

I actually like the more verbose expl in the doc-string. This is also not nearly as much a common issue for ``Series``. > I actually like the more verbose expl in the doc-string. This is also not nearly as much a common issue for Series.

Okay, fair enough.