DOC: fix some doc errors/warnings
- `pd.read_csv('tmp2.sv', sep=None)` was given the warning "_ParserWarning: Falling back to the 'python' engine because the 'c' engine does not support sep=None with delim_whitespace=False; you can avoid this warning by specifying engine='python'_"  
  Is this correct? (assuming so I just added what the warning message was saying)
- with the ordered -> unordered change in the Categoricals, the example on comparing them was failing (see http://pandas-docs.github.io/pandas-docs-travis/categorical.html#comparisons)

`sep=None` should default back to sniffing mode, which IIRC is only in `engine='python'`. So I think this is correct.

Maybe create an issue to investigate this and see if it really _should_ show the warning and/or should implement in `c` engine (this just involved using the sniffer so it should be just a bit of pre-processing)
 This warning was already there in previous pandas releases, it was just not in the docs because the example was incorrect there (I fixed it recently). But indeed, let's open an issue to see if this could be added to the c engine.
 Opened an issue here: #9645
