Add a note about not supporting recursive includes on Ci YAML documentation

doc/ci/yaml/README.md

@@ -1314,6 +1314,10 @@ In this case, the variables `POSTGRES_USER`, `POSTGRES_PASSWORD` and
 `autodevops-template.yml` will be overridden by the ones defined in
 `.gitlab-ci.yml`.
 
+NOTE: **Note:**
+Recursive includes are not supported meaning your external files
+should not use the `include` keyword, as it will be ignored.
+
 ## `variables`
 
 > Introduced in GitLab Runner v0.5.0.