DOC: Start v1.2.2 release notes
web and docs will fail until 1.2.1 tag exists (can restart just that job after release) test failure unrelated

```
=========================== short test summary info ============================
FAILED pandas/tests/io/parser/common/test_chunksize.py::test_warn_if_chunks_have_mismatched_type[python]
= 1 failed, 150003 passed, 3494 skipped, 1077 xfailed, 5 xpassed, 30 warnings in 1563.91s (0:26:03) =
```