add comment to Series.tolist method (#17350)

closes #15767

This PR adds comment to `Series.tolist` method. It mentions that the method will raise a `TypeError` when it's called and suggest alternatives.

Authors:
  - https://github.com/tequilayu
  - Michael Wang (https://github.com/isVoid)
  - Vyas Ramasubramani (https://github.com/vyasr)

Approvers:
  - Matthew Roeschke (https://github.com/mroeschke)

URL: #17350

python/cudf/cudf/core/series.py

@@ -943,6 +943,19 @@ def drop(
         )
 
     def tolist(self):
+        """Conversion to host memory lists is currently unsupported
+
+        Raises
+        ------
+        TypeError
+            If this method is called
+
+        Notes
+        -----
+        cuDF currently does not support implicity conversion from GPU stored series to
+        host stored lists. A `TypeError` is raised when this method is called.
+        Consider calling `.to_arrow().to_pylist()` to construct a Python list.
+        """
         raise TypeError(
             "cuDF does not support conversion to host memory "
             "via the `tolist()` method. Consider using "