DOCS-15755 BACKPORT (#2415)

Author: Dave Cuthbert

source/tutorial/convert-replica-set-to-replicated-shard-cluster.txt

@@ -105,6 +105,13 @@ The following procedure adds the initial replica set ``rs0`` as a shard.
 
 .. _convert-add-second-shard:
 
+.. warning:: 
+
+   Once the new shard is active, ``mongosh`` and other clients must
+   **always** connect to the ``mongos`` instance. Do not connect
+   directly to the ``mongod`` instances. If your clients connect to
+   shards directly, you may create data or metadata inconsistencies.
+
 Add Second Shard
 ~~~~~~~~~~~~~~~~