Document expectations for collate and nan behavior

Nobody has claimed this yet.

*Update*
The assertions in this issue about where collation and nan handling take place are out of date, but the need for documentation remains the same. See the last comment for more details.

*Previous summary*
As part of the overarching refactor, we're asserting that users will not provide externally defined collate functions or nan-handling functions.

Users still have full control over `to_tensor` which should be able to provide a single location to place any additional required logic (that a user might otherwise be tempted to place in collate or nan-handling)

This issue captures the need to document this behavor (i.e. extra collate and nan-handling functionality happens in `to_tensor`) and provide examples of how a user would go about doing this.

Read the latest issue comment first, since the update says the earlier assertions about collation and nan handling are outdated. Then locate the documentation and examples for `to_tensor`, collate, and nan handling; done means documenting where users should put additional logic and showing how to do so with examples.

Written by the indexing model from the issue text.