Docs: Add a note about client_setname and client_name difference (#2247)

Author: psrok1

redis/commands/core.py

@@ -687,6 +687,12 @@ def client_setname(self, name: str, **kwargs) -> ResponseT:
  Sets the current connection name
 
  For more information see https://redis.io/commands/client-setname
+
+ .. note::
+ This method sets client name only for **current** connection.
+
+ If you want to set a common name for all connections managed
+ by this client, use ``client_name`` constructor argument.
  """
  return self.execute_command("CLIENT SETNAME", name, **kwargs)