docs(python): Mention async setup in getting started

docs/platforms/python/index.mdx

@@ -59,6 +59,20 @@ sentry_sdk.init(
 )
 ```
 
+However, in async applications, you need to call `sentry_sdk.init()` inside an `async` function to ensure async code is instrumented properly. We recommend calling `sentry_sdk.init()` at the beginning of the first `async` function you call, as demonstrated in the example below.
+
+```python
+import asyncio
+import sentry_sdk
+
+async def main():
+    sentry_sdk.init(
+        ...  # same as above
+    )
+
+asyncio.run(main())
+```
+
 ## Verify
 
 Add this intentional error to your application to test that everything is working right away.