Document threading

[lkesteloot]

Thank you for writing this. It's really opening my mind as to what's possible with Rx.

Since threading is a particularly difficult and under-documented part of Rx, I think it'd be useful if you documented the threading issues here. Specifically, you have three threads: The main thread, the thread that "Received:" is printed on, and the thread that the memory is cleared on. Since all three access common data without interlocks, you risk errors unless you're careful.

I know that's not the point of the example, but it's almost like the example is misleading if it doesn't point this out. Let me know if you want a pull request.