Add gevent / boto3 threads warning

[scottgigante]

Closes #162

[etianen]

Thanks for the PR!

This warning feels a bit unspecific, like it will trigger false warnings.

How about also checking greenlet.getcurrent()?

[scottgigante]

@etianen is this what you had in mind? I'm not certain that it's right -- this checks whether or not we are running in the main thread, but I suspect the issue is the existence of gevent's monkey-patched sockets module, which will exist as soon as gevent has been imported (hence the check of sys.modules).