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

docs/concepts/toc.yml

@@ -9,6 +9,8 @@ items:
     uid: capabilities
   - name: Transports
     uid: transports
+  - name: Stateless and Stateful
+    uid: stateless
   - name: Ping
     uid: ping
   - name: Progress
@@ -21,6 +23,8 @@ items:
     uid: tasks
 - name: Client Features
   items:
+  - name: Sampling
+    uid: sampling
   - name: Roots
     uid: roots
   - name: Elicitation