Add contributing warning about circular imports (#15691)

Closes #15689 

Adds warning to contributing doc regarding the necessity to rebuild and the type of error a developer may see

Authors:
  - https://github.com/er-eis

Approvers:
  - Vyas Ramasubramani (https://github.com/vyasr)
  - GALI PREM SAGAR (https://github.com/galipremsagar)

URL: #15691

CONTRIBUTING.md

@@ -161,6 +161,8 @@ To build all libraries and tests, with Python packages in development mode, simp
 ./build.sh --pydevelop libcudf libcudf_kafka cudf dask_cudf cudf_kafka custreamz
 ```
 
+- **Note**: if Cython files (`*.pyx` or `*.pxd`) have changed, the Python build must be rerun.
+
 To run the C++ tests, run
 
 ```bash