[DOC] Improve connection status and agent status callbacks use cases

[lupodellasleppa]

When the SDK initializes, it gives no feedback as to if the start() has completed or not.

This could lead to third party applications considering the SDK as started, while in reality it's still starting.

It could happen, for example, that the SDK has not yet received the agent version from the agent, while trying to call the call_agent() method, resulting in a InvalidAgentVersion error.

[lupodellasleppa]

In my use case I solved it by defining two attributes in my class, one for each agent started status and connection status.

So in both the methods on_agent_started_change and on_connection_status_changed I set these two attributes.

In my case I used threading.Event() for the attributes so i can just return agent_started.wait() and connection.wait() in my start function, but it surely can be done without the use of Event()s

I'm leaving the issue open to mark a missing highlight in the use of these methods in the doc.