Update whatsnew with GH reference

Author: h-vetinari

doc/source/whatsnew/v0.24.0.txt

@@ -249,6 +249,7 @@ Backwards incompatible API changes
 - A newly constructed empty :class:`DataFrame` with integer as the ``dtype`` will now only be cast to ``float64`` if ``index`` is specified (:issue:`22858`)
 - :meth:`Series.str.cat` will now raise if `others` is a `set` (:issue:`23009`)
 - Passing scalar values to :class:`DatetimeIndex` or :class:`TimedeltaIndex` will now raise ``TypeError`` instead of ``ValueError`` (:issue:`23539`)
+- :meth:`DataFrame.update` will now try to preserve the dtype of the caller as much as possible (:issue:`23606`)
 
 .. _whatsnew_0240.api_breaking.deps: