Add caveat about default session (#4157)

* Add caveat about default session
---------

Co-authored-by: jonathan343 <43360731+jonathan343@users.noreply.github.com>

docs/source/guide/clients.rst

@@ -132,6 +132,12 @@ which may interact with boto3’s client. The majority of users will not
 need to use these interfaces, but those that do should no longer
 consider their clients thread-safe without careful review.
 
+.. note::
+    ``boto3.client('<service_name>')`` is an alias for creating a client with a
+    shared default session. Invoking ``boto3.client()`` inside of a concurrent
+    context may result in response ordering issues or interpreter failures
+    from underlying SSL modules.
+
 General Example
 ~~~~~~~~~~~~~~~