📝 Add docs about params as functions for mypy (#231)

docs/tutorial/cookie-params.md

@@ -18,9 +18,11 @@ The first value is the default value, you can pass all the extra validation or a
 {!./src/cookie_params/tutorial001.py!}
 ```
 
-!!! info
+!!! note "Technical Details"
     `Cookie` is a "sister" class of `Path` and `Query`. It also inherits from the same common `Param` class.
 
+    But remember that when you import `Query`, `Path`, `Cookie` and others from `fastapi`, <a href="https://fastapi.tiangolo.com/tutorial/path-params-numeric-validations/#recap" target="_blank">those are actually functions that return classes of the same name</a>.
+
 !!! info
     To declare cookies, you need to use `Cookie`, because otherwise the parameters would be interpreted as query parameters.