[MINOR][DOC] Improve the docs about how to correctly set configurations

## What changes were proposed in this pull request?

Spark provides several ways to set configurations, either from configuration file, or from `spark-submit` command line options, or programmatically through `SparkConf` class. It may confuses beginners why some configurations set through `SparkConf` cannot take affect. So here add some docs to address this problems and let beginners know how to correctly set configurations.

## How was this patch tested?

N/A

Author: jerryshao <sshao@hortonworks.com>

Closes #18552 from jerryshao/improve-doc.

docs/configuration.md

@@ -95,6 +95,13 @@ in the `spark-defaults.conf` file. A few configuration keys have been renamed si
 versions of Spark; in such cases, the older key names are still accepted, but take lower
 precedence than any instance of the newer key.
 
+Spark properties mainly can be divided into two kinds: one is related to deploy, like
+"spark.driver.memory", "spark.executor.instances", this kind of properties may not be affected when
+setting programmatically through `SparkConf` in runtime, or the behavior is depending on which
+cluster manager and deploy mode you choose, so it would be suggested to set through configuration
+file or `spark-submit` command line options; another is mainly related to Spark runtime control,
+like "spark.task.maxFailures", this kind of properties can be set in either way.
+
 ## Viewing Spark Properties
 
 The application web UI at `http://<driver>:4040` lists Spark properties in the "Environment" tab.