Add cookie size limit note to sessions section.

Result of discussion with jujule_ on #pocoo irc.

docs/quickstart.rst

@@ -798,6 +798,13 @@ not using the template engine (as in this example).
 
    Just take that thing and copy/paste it into your code and you're done.
 
+A note on cookie-based sessions: Flask will take the values you put into the
+session object and serialize them into a cookie.  If you are finding some
+values do not persist across requests, cookies are indeed enabled, and you are
+not getting a clear error message, check the size of the cookie in your page
+responses compared to the size supported by web browsers.
+
+
 Message Flashing
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