Add a section on limitations

OpenGL is currently not supported, and we should
document this in the README. 

I hope this is not considered to be blocked by
jupyterhub#12

Author: yuvipanda

README.md

@@ -43,3 +43,7 @@ Executing the command: jupyter notebook
 ```
 
 Now head to the URL shown and you will be greated with a XFCE desktop.
+
+## Limitations
+
+1. Desktop applications that require access to OpenGL are currently unsupported.