Update docs for timezone abbreviations (PDT, MST, CET etc) (arrow-py#836

)

* Update docs for timezone abbreviations (PDT, MST, CET etc)

* Fix wording and add explanation

docs/index.rst

@@ -405,7 +405,7 @@ Use the following tokens for parsing and formatting. Note that they are **not**
 .. [#t1] localization support for parsing and formatting
 .. [#t2] localization support only for formatting
 .. [#t3] the result is truncated to microseconds, with `half-to-even rounding <https://en.wikipedia.org/wiki/IEEE_floating_point#Roundings_to_nearest>`_.
-.. [#t4] timezone names from `tz database <https://www.iana.org/time-zones>`_ provided via dateutil package
+.. [#t4] timezone names from `tz database <https://www.iana.org/time-zones>`_ provided via dateutil package, note that abbreviations such as MST, PDT, BRST are unlikely to parse due to ambiguity. Use the full IANA zone name instead (Asia/Shanghai, Europe/London, America/Chicago etc).
 .. [#t5] this token cannot be used for parsing timestamps out of natural language strings due to compatibility reasons
 
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