Document HTTP headers structure

What?

This change documents the fact that headers are arrays and should address https://github.com/grafana/k6/issues/2559

[x] I have used a meaningful title for the PR.
[x] I have described the changes I've made in the "What?" section above.
[x] I have performed a self-review of my changes.
[x] I have run the npm start command locally and verified that the changes look good.
[x] I have made my changes in the docs/sources/next folder of the documentation.
[x] I have reflected my changes in the docs/sources/v{most_recent_release} folder of the documentation.
[x] I have reflected my changes in the relevant folders of the two previous k6 versions of the documentation (if still applicable to previous versions).