Add note about messages going to stderr and the implication for piping

[micahellison]

This PR adds a note in the "Data Formats" section of the docs about which data goes to stdout vs stderr.

While this is standard behavior for console apps, we have gotten a few issues about the record count messages appearing to interfere with piping because people weren't aware of this, so I'm hoping that this will help.

Checklist

• I have read the contributing doc.
• I have included a link to the relevant issue number.
• I have checked to ensure there aren't other open pull requests
  for the same issue.
• I have written new tests for these changes, as needed.

[wren]

🗒️