Add README comment about _Thread_local

Author: andreasnoack

README.md

@@ -22,4 +22,4 @@ Updating
 To update to the latest version of R, bump the `RVERSION` file, and run `make
 update`. Some additional manual changes to the headers may be necessary: these should go
 in `include/Rconfig.h` (this would typically be generated by autotools, but we try to
-simplify the build process).
+simplify the build process). Please also check that declarations with `_Thread_local` are not dropped as part of the update, see https://github.com/JuliaStats/Rmath-julia/pull/50.