Add alert about existing SDK cohabitation

Author: gggritso

docs/concepts/otlp/index.mdx

@@ -38,6 +38,10 @@ const sdk = new NodeSDK({
 sdk.start();
 ```
 
+<Alert>
+If you are already using an OpenTelemetry SDK to send traces alongside a Sentry SDK to send errors, you'll need to follow the instructions in the <PlatformLink to="/opentelemetry/custom-setup/">Custom Setup documentation</PlatformLink> to adjust your SDK configuration.
+</Alert>
+
 You can find the values of Sentry's OTLP endpoint and public key in your Sentry project settings.
 
 1. Go to the [Settings > Projects](https://sentry.io/orgredirect/organizations/:orgslug/settings/projects/) page in Sentry.