Backport PR pandas-dev#56222 on branch 2.1.x (Add doc notes for deprecations) (pandas-dev#56225)

Backport PR pandas-dev#56222: Add doc notes for deprecations

Co-authored-by: Patrick Hoefler <[email protected]>

Author: meeseeksmachine

pandas/core/generic.py

@@ -9456,6 +9456,10 @@ def first(self, offset) -> Self:
         """
         Select initial periods of time series data based on a date offset.
 
+        .. deprecated:: 2.1
+            :meth:`.first` is deprecated and will be removed in a future version.
+            Please create a mask and filter using `.loc` instead.
+
         For a DataFrame with a sorted DatetimeIndex, this function can
         select the first few rows based on a date offset.
 
@@ -9535,6 +9539,10 @@ def last(self, offset) -> Self:
         """
         Select final periods of time series data based on a date offset.
 
+        .. deprecated:: 2.1
+            :meth:`.last` is deprecated and will be removed in a future version.
+            Please create a mask and filter using `.loc` instead.
+
         For a DataFrame with a sorted DatetimeIndex, this function
         selects the last few rows based on a date offset.