Describe the issue linked to the documentation

Our developer guide does not currently include any information on our basic datatypes, how to check for the input datatype, how to convert between acceptable datatypes, etc.

This makes it hard to extend sktime in cases where this functionality is needed.

Suggest a potential alternative/fix

We should prioritize adding this documentation to our online docs. I think that it should go in the developer guide for now (and eventually related information from a user perspective in a user guide).