Add a changelog entry.

diff --git a/doc/news/changes/minor/20211223Bangerth b/doc/news/changes/minor/20211223Bangerth
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+Deprecated: The Threads::new_thread() functions have been
+deprecated. These functions return a Threads::Thread object, which is
+a class that had previously been deprecated, and should no longer be
+used: use the `std::thread` or `std::jthread` classes and related
+functionality instead.
+<br>
+(Wolfgang Bangerth, 2021/12/23)