Add note about license management first run

closes gitlab-org/gitlab-ee#6585

doc/user/project/merge_requests/license_management.md

@@ -44,6 +44,13 @@ prerequisites:
 - the resulting report **must** be named `gl-license-management-report.json`
   and uploaded as an artifact
 
+>**Note:**
+If the license management report doesn't have anything to compare to, no information
+will be displayed in the merge request area. That is the case when you add the
+`license_management` job in your `.gitlab-ci.yml` for the very first time.
+Consecutive merge requests will have something to compare to and the license 
+management report will be shown properly.
+
 The `license_management` job will search the application dependencies for licenses,
 the resulting JSON file will be uploaded as an artifact, and
 GitLab will then check this file and show the information inside the merge