docs: explain when AI agent threads become read-only

guides/ai-agents/using-ai-agents.mdx

@@ -49,6 +49,16 @@ When you pin a saved chart, the agent can read its actual data (subject to your
 
 If your agent has data access disabled, pinning still works — the agent sees the chart's structure (name, dimensions, metrics) but no row values are sent to the underlying LLM.
 
+## Read-only threads
+
+In some cases, the chat input on an existing thread is disabled and you can't send follow-up messages. The input shows a short message explaining why. You'll see this when:
+
+- **The thread was started in Slack.** Reply in the original Slack thread to continue the conversation.
+- **The thread belongs to another user.** You can read the conversation, but only the original author can post follow-ups.
+- **The model used in the thread is no longer available.** Threads are pinned to the model that produced the first assistant response, so the conversation history stays consistent. If an admin removes that model from the agent — or the provider no longer offers it — start a new thread to continue with one of the agent's current models.
+
+To start a new thread, open the agent and click **New thread**.
+
 ## Example use cases
 
 ### Advanced visualizations with window functions