Add changelog entry

Author: xrmx

opamp/opentelemetry-opamp-client/CHANGELOG.md

@@ -0,0 +1,11 @@
+# Changelog
+
+All notable changes to this project will be documented in this file.
+
+The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
+and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
+
+## Unreleased
+
+- Initial implementation
+  ([#3635](https://github.com/open-telemetry/opentelemetry-python-contrib/pull/3635))