Add a note for how to get the list of threads

It's not immediately obvious how to get the list of threads,
so add a note about that in the "Threads in Python" section.

gdb/doc/ChangeLog:

2019-10-23  Christian Biesinger  <cbiesinger@google.com>

	* python.texi (Threads In Python): Add a note for how to get the
	list of threads.

Change-Id: I0fef8a7aff161fc347c09052319048c907a6e8c3