Clarify that every thread has its own default context in contextvars

Doc/library/contextvars.rst

@@ -14,6 +14,12 @@ and work with *Context Variables*.  The :func:`~contextvars.copy_context`
 function and the :class:`~contextvars.Context` class should be used to
 manage the current context in asynchronous frameworks.
 
+.. note::
+   By default, every thread will have a different default
+   :class:`~contextvars.Context`. This means that a
+   :class:`~contextvars.ContextVar` can generally be used as a drop-in
+   replacement for a :func:`threading.local` variable.
+
 Context managers that have state should use Context Variables
 instead of :func:`threading.local()` to prevent their state from
 bleeding to other code unexpectedly, when used in concurrent code.