Clarify when Code Quality shows in MR widget

[ci skip]

doc/user/project/merge_requests/code_quality_diff.md

@@ -13,6 +13,13 @@ In order for the report to show in the merge request, you need to specify a
 `codeclimate.json` as an artifact. GitLab will then check this file and show
 the information inside the merge request.
 
+>**Note:**
+If the Code Climate report doesn't have anything to compare to, no information
+will be displayed in the merge request area. That is the case when you add the
+`codeclimate` job in your `.gitlab-ci.yml` for the very first time.
+Consecutive merge requests will have something to compare to and the code quality
+diff will be shown properly.
+
 For more information on how the `codeclimate` job should look like, check the
 example on [analyzing a project's code quality with Code Climate CLI][cc-docs].