Add known issues to docs

docs/KNOWN_ISSUES.md

@@ -0,0 +1,25 @@
+# Known Issues
+
+
+## `ssl.SSLError: Underlying socket connection gone (_ssl.c:...)`
+
+This error can occur in rare cases, for additional details see [GH-Issue #108](https://github.com/exasol/pyexasol/issues/108)
+and `pyexasol.connection.ExaConnection:__del__`. 
+The root cause of this issue usually stems from a connection not being properly closed before program exit (interpreter shutdown).
+
+
+Example Output:
+```python
+Exception ignored in: <function ConnectionWrapper.__del__ at 0x7fa7c9799990>
+Traceback (most recent call last):
+  File ".../test_case.py", line 14, in __del__
+  File ".../lib/python3.10/site-packages/pyexasol/connection.py", line 456, in close
+  File ".../lib/python3.10/site-packages/pyexasol/connection.py", line 524, in req
+  File ".../lib/python3.10/site-packages/websocket/_core.py", line 285, in send
+  File ".../lib/python3.10/site-packages/websocket/_core.py", line 313, in send_frame
+  File ".../lib/python3.10/site-packages/websocket/_core.py", line 527, in _send
+  File ".../lib/python3.10/site-packages/websocket/_socket.py", line 172, in send
+  File ".../lib/python3.10/site-packages/websocket/_socket.py", line 149, in _send
+  File "/usr/lib/python3.10/ssl.py", line 1206, in send
+ssl.SSLError: Underlying socket connection gone (_ssl.c:2326)`
+```