client: Document best practices for event queue changes

Document the proper way to deal with event queue changes, in order to
guarantee proper handing of all events which were queued before the
queue change takes effect, especially in multi-threaded setups.

Make a special note about queue changes of newly created proxies,
which require the use of a proxy wrapper for thread safety.

Signed-off-by: Alexandros Frantzis <alexandros.frantzis@collabora.com>
Suggested-by: Pekka Paalanen <pekka.paalanen@collabora.com>