[SPARK-27995][PYTHON] Note the difference between str of Python 2 and 3 at Arrow optimized

## What changes were proposed in this pull request?

When Arrow optimization is enabled in Python 2.7,

```python
import pandas
pdf = pandas.DataFrame(["test1", "test2"])
df = spark.createDataFrame(pdf)
df.show()
```

I got the following output:

```
+----------------+
|               0|
+----------------+
|[74 65 73 74 31]|
|[74 65 73 74 32]|
+----------------+
```

This looks because Python's `str` and `byte` are same. it does look right:

```python
>>> str == bytes
True
>>> isinstance("a", bytes)
True
```

To cut it short:

1. Python 2 treats `str` as `bytes`.
2. PySpark added some special codes and hacks to recognizes `str` as string types.
3. PyArrow / Pandas followed Python 2 difference

To fix, we have two options:

1. Fix it to match the behaviour to PySpark's
2. Note the differences

 but Python 2 is deprecated anyway. I think it's better to just note it and for go option 2.

## How was this patch tested?

Manually tested.

Doc was checked too:

![Screen Shot 2019-06-11 at 6 40 07 PM](https://user-images.githubusercontent.com/6477701/59261402-59ad3b00-8c78-11e9-94a6-3236a2c338d4.png)

Closes #24838 from HyukjinKwon/SPARK-27995.

Authored-by: HyukjinKwon <gurwls223@apache.org>
Signed-off-by: HyukjinKwon <gurwls223@apache.org>

python/pyspark/sql/session.py

@@ -653,6 +653,11 @@ class SparkSession(object):
 
         .. note:: Usage with spark.sql.execution.arrow.pyspark.enabled=True is experimental.
 
+        .. note:: When Arrow optimization is enabled, strings inside Pandas DataFrame in Python
+            2 are converted into bytes as they are bytes in Python 2 whereas regular strings are
+            left as strings. When using strings in Python 2, use unicode `u""` as Python standard
+            practice.
+
         >>> l = [('Alice', 1)]
         >>> spark.createDataFrame(l).collect()
         [Row(_1=u'Alice', _2=1)]