Document that Filter beans are eagerly initialized

Closes gh-17814

Author: philwebb

spring-boot-project/spring-boot-docs/src/main/asciidoc/spring-boot-features.adoc

@@ -2663,6 +2663,9 @@ It is usually safe to leave Filter beans unordered.
 If a specific order is required, you should avoid configuring a Filter that reads the request body at `Ordered.HIGHEST_PRECEDENCE`, since it might go against the character encoding configuration of your application.
 If a Servlet filter wraps the request, it should be configured with an order that is less than or equal to `OrderedFilter.REQUEST_WRAPPER_FILTER_MAX_ORDER`.
 
+WARNING: Take care when registering `Filter` beans since they are initialized very early in the application lifectyle.
+If you need to register a `Filter` that interacts with other beans, consider using a {spring-boot-module-api}/web/servlet/DelegatingFilterProxyRegistrationBean.html[`DelegatingFilterProxyRegistrationBean`] instead.
+
 
 
 [[boot-features-embedded-container-context-initializer]]