Issue #19508: warn that ssl doesn't validate certificates by default

Doc/library/ssl.rst

@@ -30,6 +30,10 @@ probably additional platforms, as long as OpenSSL is installed on that platform.
    operating system socket APIs.  The installed version of OpenSSL may also
    cause variations in behavior.
 
+.. warning::
+   The ssl module won't validate certificates by default.  When used in
+   client mode, this means you are vulnerable to man-in-the-middle attacks.
+
 .. warning::
 
    OpenSSL's internal random number generator does not properly handle fork.