See #2338, but I ended up changing more than the docs, so here is a standalone PR

• I did not list all the different update/handler types, as that's beyond the scope of the docs imho. Also, for the most updates it's rather obvious, which updates are associated with a chat/user/message id and which aren't.
• Instead I linked the FAQ, which can be more easily extended and also the wiki is the better place for elaborate explanations.
• Channel posts are ignored, see ConversationHandler breaks when bot is also used in Channels #487. This PR makes it also ignore edited channel posts, for completeness sake. Note that this is not a user facing change, as CH already ignores new posts, and hence a conversation that would be able to handle edited channel posts (i.e. per_user=per_message=False, per_chat=True) can't even be started. Okay, yeah, if all of per_user=per_chat=per_message=False, then a CH can currenlty handle edited channel posts, but if someone uses that, they should overthink their design pattern …