Add stateless doc, prefer stateless mode and disable legacy SSE by default (#1468)

docs/concepts/getting-started.md

@@ -79,7 +79,13 @@ using System.ComponentModel;
 
 var builder = WebApplication.CreateBuilder(args);
 builder.Services.AddMcpServer()
-    .WithHttpTransport()
+    .WithHttpTransport(options =>
+    {
+        // Stateless mode is recommended for servers that don't need
+        // server-to-client requests like sampling or elicitation.
+        // See the Sessions documentation for details.
+        options.Stateless = true;
+    })
     .WithToolsFromAssembly();
 var app = builder.Build();