docs: add docs and examples for custom user agent

docs/api-usage.rst

@@ -26,6 +26,9 @@ To connect to a GitLab server, create a ``gitlab.Gitlab`` object:
    # anonymous gitlab instance, read-only for public resources
    gl = gitlab.Gitlab('http://10.0.0.1')
 
+   # Define your own custom user agent for requests
+   gl = gitlab.Gitlab('http://10.0.0.1', user_agent='my-package/1.0.0')
+
    # make an API request to create the gl.user object. This is mandatory if you
    # use the username/password authentication.
    gl.auth()

docs/cli-usage.rst

@@ -78,6 +78,9 @@ parameters. You can override the values in each GitLab server section.
      - Integer between 1 and 100
      - The number of items to return in listing queries. GitLab limits the
        value at 100.
+   * - ``user_agent``
+     - ``str``
+     - A string defining a custom user agent to use when ``gitlab`` makes requests.
 
 You must define the ``url`` in each GitLab server section.
 

gitlab/__init__.py

@@ -65,6 +65,7 @@ class Gitlab(object):
         api_version (str): Gitlab API version to use (support for 4 only)
         pagination (str): Can be set to 'keyset' to use keyset pagination
         order_by (str): Set order_by globally
+        user_agent (str): A custom user agent to use for making HTTP requests.
     """
 
     def __init__(