[doc] Add warning about Nippy output compatibility to CHANGELOG

CHANGELOG.md

@@ -9,6 +9,8 @@ This project uses [**Break Versioning**](https://www.taoensso.com/break-versioni
 
 This is a non-breaking **feature and maintenance** release and should be a safe upgrade for existing users. But as always, please **test carefully and report any unexpected problems**, thank you! 🙏
 
+**IMPORTANT**: data **frozen by Nippy version X** should always be **thawed by version >= X**, otherwise you run the risk of the thaw throwing when encountering unfamiliar types. Please note that this can affect **rolling updates**, and can limit your ability to **revert a Nippy upgrade**. Please ensure adequate testing in your environment before upgrading against production data.
+
 \- [Peter Taoussanis](https://www.taoensso.com)
 
 ## Changes since `v3.3.0` (2023-10-11)