Improve documentation on SET [GLOBAL | SESSION] system_var_name

Our documentation on SET could use some more details about the difference between setting global vs. session system variables.

https://mariadb.com/kb/en/library/set/

For example, the MySQL documentation says this:

If you change a session system variable, the value remains in effect within your session until you change the variable to a different value or the session ends. The change has no effect on other sessions.

If you change a global system variable, the value is remembered and used for new sessions until you change the variable to a different value or the server exits. The change is visible to any client that accesses the global variable. However, the change affects the corresponding session variable only for clients that connect after the change. The global variable change does not affect the session variable for any current client sessions (not even the session within which the SET GLOBAL statement occurred).

To make a global system variable setting permanent so that it applies across server restarts, you should also set it in an option file.

To set a GLOBAL value to the compiled-in MySQL default value or a SESSION variable to the current corresponding GLOBAL value, set the variable to the value DEFAULT.

https://dev.mysql.com/doc/refman/5.5/en/set-variable.html