Improve stateful set dns docs (kubernetes#12564)

Address the issue raised in
kubernetes/kubernetes#73808, where it became
clear it would be helpful for there to be a reminder for the user that
they are responsible for managing the StatefulSet which provides DNS
names for the pods in a StatefulSet.

content/en/docs/concepts/workloads/controllers/statefulset.md

@@ -134,6 +134,10 @@ As each Pod is created, it gets a matching DNS subdomain, taking the form:
 `$(podname).$(governing service domain)`, where the governing service is defined
 by the `serviceName` field on the StatefulSet.
 
+As mentioned in the [limitations](#limitations) section, you are responsible for
+creating the [Headless Service](/docs/concepts/services-networking/service/#headless-services)
+responsible for the network identity of the pods.
+
 Here are some examples of choices for Cluster Domain, Service name,
 StatefulSet name, and how that affects the DNS names for the StatefulSet's Pods.