Adding telemetry disclaimer (Azure#24552)

* Adding telemetry disclaimer

* replacing AAD with Entra ID

Co-authored-by: Charles Lowell <[email protected]>

* making the steps more explicit

Co-authored-by: Grace Wilcox <[email protected]>

* fixing spacing

* changing headings to msft standard

* adding link to telemetry guidance

* adding cred options to the sample

* removing repeated options setting

---------

Co-authored-by: Charles Lowell <[email protected]>
Co-authored-by: Grace Wilcox <[email protected]>

Author: 3 people

README.md

@@ -68,6 +68,55 @@ Security issues and bugs should be reported privately, via email, to the Microso
 * File an issue via [Github Issues](https://github.com/Azure/azure-sdk-for-go/issues)
 * Check [previous questions](https://stackoverflow.com/questions/tagged/azure+go) or ask new ones on StackOverflow using `azure` and `go` tags.
 
+## Data Collection
+The software may collect information about you and your use of the software and send it to Microsoft. Microsoft may use this information to provide services and improve our products and services. You may turn off the telemetry as described below. You can learn more about data collection and use in the help documentation and Microsoft’s [privacy statement](https://go.microsoft.com/fwlink/?LinkID=824704). For more information on the data collected by the Azure SDK, please visit the [Telemetry Guidelines](https://azure.github.io/azure-sdk/general_azurecore.html#telemetry-policy) page.
+
+### Telemetry Configuration
+Telemetry collection is on by default.
+
+To opt out, you can disable telemetry at client and credential construction. Set `Disabled` to true in `ClientOptions.Telemetry`. This will disable telemetry for all methods in the client. Do this for every new client and credential created.
+
+The example below uses the `azblob` module. In your code, you can replace `azblob` with the package you are using.
+
+```go
+package main
+
+import (
+	"github.com/Azure/azure-sdk-for-go/sdk/azcore/policy"
+	"github.com/Azure/azure-sdk-for-go/sdk/azidentity"
+	"github.com/Azure/azure-sdk-for-go/sdk/storage/azblob"
+)
+
+func main() {
+	// set http client options
+	clientOpts := policy.ClientOptions{
+		Telemetry: policy.TelemetryOptions{
+			Disabled: true,
+		},
+	}
+	// set identity client options
+	credOpts := azidentity.ManagedIdentityCredentialOptions{
+		ClientOptions: clientOpts,
+	}
+	// set service client options
+	azblobOpts := azblob.ClientOptions{
+		ClientOptions: clientOpts,
+	}
+
+	// authenticate with Microsoft Entra ID
+	cred, err := azidentity.NewManagedIdentityCredential(&credOpts)
+	// TODO: handle error
+
+	// create a client for the specified storage account
+	client, err := azblob.NewClient(account, cred, &azblobOpts)
+	// TODO: handle error
+  	// TODO: do something with the client
+}
+```
+> [!NOTE]
+> Please note that `AzureDeveloperCLICredential` and `AzureCLICredential` do not include `ClientOptions.Telemetry`. Therefore, it is unnecessary to set options in these credentials.
+
+
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