docs: add information on when mw runs & how to skip

[danielroe]

🔗 Linked issue

#13679

❓ Type of change

• 📖 Documentation (updates to the documentation or readme)
• 🐞 Bug fix (a non-breaking change that fixes an issue)
• 👌 Enhancement (improving an existing functionality like performance)
• ✨ New feature (a non-breaking change that adds functionality)
• ⚠️ Breaking change (fix or feature that would cause existing functionality to change)

📚 Description

This adds info on when middleware runs and how to skip it on initial load if the page is server rendered.

📝 Checklist

• I have linked an issue or discussion.
• I have updated the documentation accordingly.

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