DOC: whatsnew for the improvement to warning messages
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit) for how to run them
- [x] whatsnew entry

The use of find_stack_level is a significant improvement for users, thought it should go in the whatsnew. It appears to me that the ipython directive in sphinx will suppress any warning message, so I've just made it a literal block.

![image](https://user-images.githubusercontent.com/45562402/141593623-2ff651b4-9eb4-4bc8-8b79-0ee26a6676fb.png)

cc @phofl 

