[Python][Docs] Provide guidelines for expectations about and how to investigate memory usage

We regularly get reports about potential memory usage issues (memory leaks, ..), and often we need to clarify expectations around what is being observed or give hints on how to explore the memory usage. Given this comes up regularly, it might be useful to gather such content so we can point to that page instead of every time having to repeat it.

(recent examples: https://github.com/apache/arrow/issues/36100, https://github.com/apache/arrow/issues/36101)

Some aspects that could be useful to mention on such a page:

- Some basic background on memory allocation. Of course we can't provide a full tutorial on this, but a few facts might help set expectations. For example this quote from Weston in a recent issue (https://github.com/apache/arrow/issues/36100#issuecomment-1599665149) to explain why memory usage stays high:

> What is happening is that pyarrow is returning the memory back to the allocator (in these graphs I was using the system allocator so we are returning the memory to `malloc`). However, the allocator is not releasing this memory to the OS. This is because obtaining memory from the OS is expensive and so the allocator tries to avoid it if it can.

Or similar comment from Antoine in https://github.com/apache/arrow/issues/18431#issuecomment-1377645723

And another useful comment at https://github.com/apache/arrow/issues/9295#issuecomment-765634730

- List the functionality in `pyarrow` that can help diagnose or verify memory usage: `pa.total_allocated_bytes()`, `release_unused`, ...

- More advanced, but mention there are different memory pool implementations, so you can also try using a different one. Each memory pool might also have some options to set (eg `pa.jemalloc_set_decay_ms(0)`)

- General tips and tricks (eg run your reproducer multiple times in a row -> it might not keep increasing memory usage after the first time -> in that case it's not a memory leak)

- Potentially mention some external tools that can help (eg [`memray`](https://github.com/bloomberg/memray/))
- But: https://github.com/bloomberg/memray/discussions/246
- https://github.com/apache/arrow/issues/48061

Other things we could add?

cc @westonpace @pitrou @AlenkaF @anjakefala