[Doc] Add annotaion format note (open-mmlab#77)

docs/tutorials/new_dataset.md

@@ -38,6 +38,9 @@ Only
 `data/my_dataset/ann_dir/train/xxx{seg_map_suffix}`,
 `data/my_dataset/ann_dir/train/zzz{seg_map_suffix}` will be loaded.
 
+Note: The annotations are images of shape (H, W), the value pixel should fall in range `[0, num_classes - 1]`.
+You may use `'P'` mode of [pillow](https://pillow.readthedocs.io/en/stable/handbook/concepts.html#palette) to create your annotation image with color.
+
 ## Customize datasets by mixing dataset
 
 MMSegmentation also supports to mix dataset for training.