Add a CHANGELOG to assemble release notes as PRs are merged

[cwperks]

Is your feature request related to a problem?

I have seen other component repos add this as well. Here's an example in the geospatial repo.

Adding a CHANGELOG helps us keep track of release notes iteratively as changes are merged.

One key benefit, is integration with dependabot where dependabot can automatically edit entries for the same dependency (example) if there are multiple version bumps in the same CHANGELOG.