Add section to sentry SDKs and third party SDKs

src/platforms/index.mdx

@@ -14,6 +14,16 @@ To report to Sentry you’ll need to use a language-specific SDK. The Sentry tea
 
 If your use-case is very specific, or not covered by Sentry, you'll find documentation on how to report events on your own using our [_SDK API_](https://develop.sentry.dev/sdk/overview/).
 
+<Note>
+
+It is bad practice to use Sentry SDKs in third-party plugins, packages, and libraries (such as payment SDKs or embeddable widgets) meant to be consumed by other apps. If an app uses a Sentry SDK, as well as a third-party package with its own Sentry SDK installed, then the following issues can occur:
+
+- Version conflicts.
+- [Signal handlers](https://en.wikipedia.org/wiki/C_signal_handling) may overwrite each other, leading to one of the Sentry SDKs operating incorrectly.
+- Third-party SDKs and libraries may leak users' PII data to the third-party's Sentry organization.
+
+</Note>
+
 ## Platforms
 
 <PlatformGrid />