Add docs on proper usage of the new errors package

[ethanfrey]

There have been a number of discussions while porting all the old code to new code. They are spread out over slack and PRs, but it would be good to extract the main points and add them to a README.md in the errors package, so all devs have a reference on how to use it.

Of course, this is a living doc and can change, but should represent more or less what we agree should be done