Add Caveats section to custom error page (#33160)
## Desscription
This is a follow up of https://github.com/vercel/next.js/pull/32873. As discussed in #32873, currently it's not recommended to use getServerSideProps in the `Error` component, so this PR will add that caveat to the documentation page, like `Document` and `App` also have.
## Documentation / Examples
- [x] Make sure the linting passes by running `yarn lint`
