docs add warning to add jsx pragma

docs/docs/02.1-jsx-in-depth.md

@@ -10,6 +10,11 @@ next: jsx-gotchas.html
 JSX is a JavaScript XML syntax transform recommended for use
 with React.
 
+> Note:
+>
+> Don't forget the `/** @jsx React.DOM */` pragma at the beginning of your file! This tells JSX to process the file for React.
+>
+> If you don't include the pragma, your source will remain untouched, so it's safe to run the JSX transformer on all JS files in your codebase if you want to.
 
 ## Why JSX?