Document when an SSL client loads its CA certificates

They are loaded on the first connection, so later changes to the CA
path or the system CA setting have no effect.

README.md

@@ -99,6 +99,9 @@ cli.enable_server_certificate_verification(false);
 cli.enable_server_hostname_verification(false);
 ```
 
+> [!NOTE]
+> The CA certificates are loaded when the client makes its first connection. Changing `set_ca_cert_path()` or `enable_system_ca()` after that has no effect, so make the settings before the first request, or use a new client.
+
 ### SSL Error Handling
 
 When SSL operations fail, cpp-httplib provides detailed error information through `ssl_error()` and `ssl_backend_error()`: