clarified pickling docs

docs/advanced.rst

@@ -1225,7 +1225,8 @@ looks as follows:
             if (t.size() != 2)
             if (t.size() != 2)
                 throw std::runtime_error("Invalid state!");
                 throw std::runtime_error("Invalid state!");
 
 
-            /* Invoke the constructor (need to use in-place version) */
+            /* Invoke the in-place constructor. Note that this is needed even
+               when the object just has a trivial default constructor */
             new (&p) Pickleable(t[0].cast<std::string>());
             new (&p) Pickleable(t[0].cast<std::string>());
 
 
             /* Assign any additional state */
             /* Assign any additional state */
@@ -1247,7 +1248,9 @@ An instance can now be pickled as follows:
 
 
 Note that only the cPickle module is supported on Python 2.7. It is also
 Note that only the cPickle module is supported on Python 2.7. It is also
 important to request usage of the highest protocol version using the ``-1``
 important to request usage of the highest protocol version using the ``-1``
-argument to ``dumps``.
+argument to ``dumps``. Failure to follow these two steps will lead to important
+pybind11 memory allocation routines to be skipped during unpickling, which will
+likely cause memory corruption and/or segmentation faults.
 
 
 .. seealso::
 .. seealso::