add warning about sensitive data to readme

processor/baggage/README.md

@@ -2,6 +2,13 @@
 
 This is an OpenTelemetry [span processor](https://opentelemetry.io/docs/specs/otel/trace/sdk/#span-processor) that reads key/values stored in [Baggage](https://opentelemetry.io/docs/specs/otel/baggage/api/) in the starting span's parent context and adds them as attributes to the span.
 
+Keys and values added to Baggage will appear on all subsequent child spans for a trace within this service *and* will be propagated to external services via propagation headers.
+If the external services also have a Baggage span processor, the keys and values will appear in those child spans as well.
+
+⚠️ Waning ⚠️
+To repeat: a consequence of adding data to Baggage is that the keys and values will appear in all outgoing HTTP headers from the application.
+Do not put sensitive information in Baggage.
+
 ## How do I get started?
 
 Install the gem using: