DOC: explain the `mode.chained_assignment` option
- [x] closes #xxxx (n/a)
- [x] tests added / passed (yes, Sphinx compiles without errors)
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry (n/a)

Make the explanation of the `mode.chained_assignment` option link to the explanation of chained indexing and assignment. Explain what the three possible settings do.
# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/18635?src=pr&el=h1) Report
> Merging [#18635](https://codecov.io/gh/pandas-dev/pandas/pull/18635?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/a7646638d06f1ce98481b88f3505e2b4badf172c?src=pr&el=desc) will **decrease** coverage by `0.01%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/18635/graphs/tree.svg?width=650&height=150&src=pr&token=eZ4WkYLtcO)](https://codecov.io/gh/pandas-dev/pandas/pull/18635?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #18635      +/-   ##
==========================================
- Coverage   91.59%   91.57%   -0.02%     
==========================================
  Files         155      155              
  Lines       51255    51255              
==========================================
- Hits        46948    46939       -9     
- Misses       4307     4316       +9
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `89.44% <ø> (ø)` | :arrow_up: |
| #single | `40.67% <ø> (-0.11%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/18635?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/pull/18635/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `25% <0%> (-58.34%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/18635/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.81% <0%> (-0.1%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/18635?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/18635?src=pr&el=footer). Last update [a764663...3f22934](https://codecov.io/gh/pandas-dev/pandas/pull/18635?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/18635?src=pr&el=h1) Report
> Merging [#18635](https://codecov.io/gh/pandas-dev/pandas/pull/18635?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/24b8f1e48110a127316b4996138fbdf2231afe30?src=pr&el=desc) will **decrease** coverage by `0.04%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/18635/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/18635?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #18635      +/-   ##
==========================================
- Coverage   91.59%   91.54%   -0.05%     
==========================================
  Files         153      153              
  Lines       51257    51210      -47     
==========================================
- Hits        46949    46882      -67     
- Misses       4308     4328      +20
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `89.41% <ø> (-0.04%)` | :arrow_down: |
| #single | `40.67% <ø> (-0.12%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/18635?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/tseries/converter.py](https://codecov.io/gh/pandas-dev/pandas/pull/18635/diff?src=pr&el=tree#diff-cGFuZGFzL3RzZXJpZXMvY29udmVydGVyLnB5) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/pull/18635/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `25% <0%> (-58.34%)` | :arrow_down: |
| [pandas/plotting/\_converter.py](https://codecov.io/gh/pandas-dev/pandas/pull/18635/diff?src=pr&el=tree#diff-cGFuZGFzL3Bsb3R0aW5nL19jb252ZXJ0ZXIucHk=) | `63.44% <0%> (-3.08%)` | :arrow_down: |
| [pandas/core/config\_init.py](https://codecov.io/gh/pandas-dev/pandas/pull/18635/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvY29uZmlnX2luaXQucHk=) | `98.34% <0%> (-0.12%)` | :arrow_down: |
| [pandas/core/indexes/datetimes.py](https://codecov.io/gh/pandas-dev/pandas/pull/18635/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9kYXRldGltZXMucHk=) | `95.58% <0%> (-0.11%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/18635/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.81% <0%> (-0.1%)` | :arrow_down: |
| [pandas/plotting/\_core.py](https://codecov.io/gh/pandas-dev/pandas/pull/18635/diff?src=pr&el=tree#diff-cGFuZGFzL3Bsb3R0aW5nL19jb3JlLnB5) | `82.49% <0%> (+0.12%)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/18635?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/18635?src=pr&el=footer). Last update [24b8f1e...853c87f](https://codecov.io/gh/pandas-dev/pandas/pull/18635?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 @jreback I've put the default first, and the checks have passed. Does 'ping on green' mean to send you a message when this is done? If yes, this is your ping.

I forgot to say this last time I replied, so I'll say it now: thank you very much! Not just for the review, but for all the work you do for the pandas project. It is very much appreciated. @sietse Thanks a lot! (I fixed the conflict, due to another PR that was just merged)