bpo-38644: Make tstate more explicit inside pystate.c (GH-19182)

Fix PyInterpreterState_New(): Don't call PyErr_SetString() when there
is no current Python thread state (if tstate is NULL).
diff --git a/Doc/c-api/init.rst b/Doc/c-api/init.rst
index f78ab99..b5c647f 100644
--- a/Doc/c-api/init.rst
+++ b/Doc/c-api/init.rst
@@ -1119,6 +1119,8 @@
    Return the interpreter's unique ID.  If there was any error in doing
    so then ``-1`` is returned and an error is set.
 
+   The caller must hold the GIL.
+
    .. versionadded:: 3.7