Add documentation about callback return valeus

README.md

@@ -101,6 +101,9 @@ There are two types of callbacks:
     Callbacks: (requests only) on_path, on_query_string, on_uri, on_fragment,
                (common) on_header_field, on_header_value, on_body;
 
+Callbacks must return 0 on success. Returning a non-zero value indicates
+error to the parser, making it exit immediately.
+
 In case you parse HTTP message in chunks (i.e. `read()` request line
 from socket, parse, read half headers, parse, etc) your data callbacks
 may be called more than once. Http-parser guarantees that data pointer is only