Introduce Changesets for auto-generated changelogs

The repository uses [conventional commits](https://www.conventionalcommits.org/en/v1.0.0/), but the granularity of a commit does not sufficiently match a significant change worth documenting.

The Backstage project itself also uses conventional commits (not very consistently, though), but relies on [Changesets](https://github.com/changesets/changesets) to generate changelogs (after the first stable release).

It would be good to introduce Changesets, and include a changeset for each significant change in the code base. During pull request reviews, thes changeset can be ensured/reviewed/discussed.

Conventional commits could stay if they serve a purpose (or just for consistency).

The issue names no files or tests; start by reviewing the repository's conventional-commit practice and the Changesets documentation. Determine how significant changes should be recorded and how changelogs should be generated and reviewed in pull requests. Done means Changesets is integrated and each significant code change has an appropriate changeset.

Written by the indexing model from the issue text.