Add state-management best practices in docs

[cjoecker]

I propose to add a section called State Management in the Guides section.
There, the best practices for different use cases can be described with some examples.
E.g. how to handle states for showing alert messages between routes, how to pass data between routes if there are no cookies...

Motivation

I missed for a long time the Sessions part in the Remix documentation because I didn't relate it as a way of communicating between routes.

I used Zustand as a state manager until I struggled to communicate the loaders and actions with the client.
For me was not clear how can the site communicate between routes without having a database.
I still don't know the best way to do it if there are no cookies and databases on my site.
Therefore, a section for state management best practices in Remix will help me a lot.