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Add deprecation doc
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doc/source/whatsnew/v1.2.0.rst

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@@ -144,6 +144,7 @@ Deprecations
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- Deprecated parameter ``inplace`` in :meth:`MultiIndex.set_codes` and :meth:`MultiIndex.set_levels` (:issue:`35626`)
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- Deprecated parameter ``dtype`` in :~meth:`Index.copy` on method all index classes. Use the :meth:`Index.astype` method instead for changing dtype(:issue:`35853`)
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- Deprecated default keyword argument of ``observed=False`` in :~meth:`DataFrame.groupby` and :~meth:`DataFrame.pivot_table` (:issue:`17594`)
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