Update NEWS.md highlighting breaking changes (#2542)

Author: CarloLucibello

NEWS.md

@@ -3,6 +3,11 @@
 See also [github's page](https://github.com/FluxML/Flux.jl/releases) for a complete list of PRs merged before each release.
 
 ## v0.15.0  (December 2024)
+This release includes two **breaking changes**:
+- The recurrent layers have been thoroughly revised. See below and read the [documentation](https://fluxml.ai/Flux.jl/v0.15/guide/models/recurrence/) for details.
+- Flux now defines and exports its own gradient function. Consequently, using gradient in an unqualified manner (e.g., after `using Flux, Zygote`) could result in an ambiguity error.
+
+The most significant updates and deprecations are as follows:
 * Recurrent layers have undergone a complete redesign in [PR 2500](https://github.com/FluxML/Flux.jl/pull/2500).
   * `RNNCell`, `LSTMCell`, and `GRUCell` are now exported and provide functionality for single time-step processing: `rnncell(x_t, h_t) -> h_{t+1}`.
   * `RNN`, `LSTM`, and `GRU` no longer store the hidden state internally, it has to be explicitely passed to the layer. Moreover, they now process entire sequences at once, rather than one element at a time: `rnn(x, h) -> h′`.