Update limitations-managed-instance.md

added a limitation that create database from SSMS doesnt work.
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cc: @dnethi

Author: dnethi

articles/azure-arc/data/limitations-managed-instance.md

@@ -34,6 +34,7 @@ This article describes limitations of Azure Arc-enabled SQL Managed Instance.
 
 -  Transactional replication is currently not supported.
 -  Log shipping is currently blocked.
+-  Creating a database using SQL Server Management Studio does not work currently. Use the T-SQL command `CREATE DATABASE` to create the database(s).
 
 ## Roles and responsibilities