bpo-39674: Suggest to test with DeprecationWarning (GH-18552)

Add a section in What's New In Python 3.9 to strongly advice to check
for DeprecationWarning in your Python projects.

Co-authored-by: Hugo van Kemenade <hugovk@users.noreply.github.com>

Doc/whatsnew/3.9.rst

@@ -66,6 +66,34 @@ Summary -- Release highlights
 .. PEP-sized items next.
 
 
+You should check for DeprecationWarning in your code
+====================================================
+
+When Python 2.7 was still supported, many functions were kept for backward
+compatibility with Python 2.7. With the end of Python 2.7 support, these
+backward compatibility layers have been removed, or will be removed soon.
+Most of them emitted a :exc:`DeprecationWarning` warning for several years. For
+example, using ``collections.Mapping`` instead of ``collections.abc.Mapping``
+emits a :exc:`DeprecationWarning` since Python 3.3, released in 2012.
+
+Test your application with the :option:`-W` ``default`` command-line option to see
+:exc:`DeprecationWarning` and :exc:`PendingDeprecationWarning`, or even with
+:option:`-W` ``error`` to treat them as errors. :ref:`Warnings Filter
+<warning-filter>` can be used to ignore warnings from third-party code.
+
+It has been decided to keep a few backward compatibility layers for one last
+release, to give more time to Python projects maintainers to organize the
+removal of the Python 2 support and add support for Python 3.9.
+
+Aliases to ref:`Abstract Base Classes <collections-abstract-base-classes>` in
+the :mod:`collections` module, like ``collections.Mapping`` alias to
+:class:`collections.abc.Mapping`, are kept for one last release for backward
+compatibility. They will be removed from Python 3.10.
+
+More generally, try to run your tests in the :ref:`Python Development Mode
+<devmode>` which helps to prepare your code to make it compatible with the
+next Python version.
+
 
 New Features
 ============