[migrating] Update migrating docs to call out gRPC service changes. (#2654)

docs/Migrating.md

 # Migrating
 
+## Migrating from ML-Agents toolkit v0.10 to v0.11
+
+### Important Changes
+* The definition of the gRPC service has changed.
+
+#### Steps to Migrate
+* In order to be able to train, make sure both your ML-Agents Python package and UnitySDK code come from the v0.11 release. Training will not work, for example, if you update the ML-Agents Python package, and only update the API Version in UnitySDK.
+
 ## Migrating from ML-Agents toolkit v0.9 to v0.10
 
 ### Important Changes