DOC: section on caveats of storing lists inside DataFrame/Series
xref to a lot of issues, for example #16864

I think we could use a doc section stating storing nested lists/arrays inside a pandas object is preferred to be avoided, showing the downsides (perf, memory use) and a worked out example of an alternative.  This seems to be earned knowledge that many have, but not sure we do a good job stating it clearly.

Closely related, might also benefit from a little section encouraging use of Python core data structures when appropriate.

probably goes here - http://pandas.pydata.org/pandas-docs/stable/gotchas.html