DOC: Add glossary to the documentation
We often use terms in the documentation that may not be clear for the users. For example:

- label (see #27005)
- list-like (see #21784)

scikit-learn added a glossary to their documentation (https://scikit-learn.org/stable/glossary.html), and I think this would also be useful for pandas. Not sure the exact terminology to start with, but feel free to comment here with your ideas, and we can work on this once we have a first list.