DOC: Add Copy on write whatsnew
- [ ] closes #xxxx (Replace xxxx with the GitHub issue number)
- [ ] [Tests added and passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#writing-tests) if fixing a bug or adding a new feature
- [ ] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).
- [ ] Added [type annotations](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#type-hints) to new arguments/methods/functions.
- [ ] Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.

cc @mroeschke 

As discussed in the other pr. This is for 1.5, will add another pr for the lazy copy methods.
Do you think it makes sense linking https://phofl.github.io/cow-introduction.html instead of explaining everything in here?

>  Do you think it makes sense linking https://phofl.github.io/cow-introduction.html instead of explaining everything in here?

Sure, would be good to link to your article to learn more. Can you link to the other PR you mention in the description please? I'm missing the context.

Ok by me to add a link from the what's new to the blog post. Thanks, added the initial pr that implemented it and added a link to the blog post. Happy to remove it, if any objections though. Thanks @phofl 