Add doc notes for deprecations (#56222)

Author: phofl

pandas/core/generic.py

@@ -9661,6 +9661,10 @@ def first(self, offset) -> Self:
         """
         Select initial periods of time series data based on a date offset.
 
+        .. deprecated:: 2.1
+            :meth:`.first` is deprecated and will be removed in a future version.
+            Please create a mask and filter using `.loc` instead.
+
         For a DataFrame with a sorted DatetimeIndex, this function can
         select the first few rows based on a date offset.
 
@@ -9740,6 +9744,10 @@ def last(self, offset) -> Self:
         """
         Select final periods of time series data based on a date offset.
 
+        .. deprecated:: 2.1
+            :meth:`.last` is deprecated and will be removed in a future version.
+            Please create a mask and filter using `.loc` instead.
+
         For a DataFrame with a sorted DatetimeIndex, this function
         selects the last few rows based on a date offset.