Update threading.md

docs/features/threading.md

@@ -137,4 +137,8 @@ Frame: 2
 Frame: 3
 Frame: 4
 World Generation Complete 3 10000 10
-```
+```
+
+`ComputeThread` used `pickle` module to serialize the data between threads.
+So parameters and return values must be supported by `pickle`.
+See [pickle](https://pocketpy.dev/modules/pickle/) for more details.