Add Thread Safety and Additional Concepts README sections to Identity

[kinelski]

The READMEs in our libraries usually contain the following sections:

### Thread safety
We guarantee that all client instance methods are thread-safe and independent of each other ([guideline](https://azure.github.io/azure-sdk/dotnet_introduction.html#dotnet-service-methods-thread-safety)). This ensures that the recommendation of reusing client instances is always safe, even across threads.

### Additional concepts
<!-- CLIENT COMMON BAR -->
[Client options](https://github.com/Azure/azure-sdk-for-net/blob/master/sdk/core/Azure.Core/README.md#configuring-service-clients-using-clientoptions) |
[Accessing the response](https://github.com/Azure/azure-sdk-for-net/blob/master/sdk/core/Azure.Core/README.md#accessing-http-response-details-using-responset) |
[Long-running operations](https://github.com/Azure/azure-sdk-for-net/blob/master/sdk/core/Azure.Core/README.md#consuming-long-running-operations-using-operationt) |
[Handling failures](https://github.com/Azure/azure-sdk-for-net/blob/master/sdk/core/Azure.Core/README.md#reporting-errors-requestfailedexception) |
[Diagnostics](https://github.com/Azure/azure-sdk-for-net/blob/master/sdk/core/Azure.Core/samples/Diagnostics.md) |
[Mocking](https://github.com/Azure/azure-sdk-for-net/blob/master/sdk/core/Azure.Core/README.md#mocking) |
[Client lifetime](https://devblogs.microsoft.com/azure-sdk/lifetime-management-and-thread-safety-guarantees-of-azure-sdk-net-clients/)
<!-- CLIENT COMMON BAR -->

Given that Azure.Identity is a unique library and not all these concepts apply, or don't apply in the same way as other client libraries, these sections have not been added to Identity's README (discussion here).

Goal: include these sections in the README of the Identity library with the content that's applicable to it.

[ghost]

Hi @kinelski. There hasn't been recent engagement on this pull request. If this is still an active work stream, please let us know by removing the no-recent-activity label. Otherwise, we'll close this out in 7 days.