First draft of the PR template

.github/PULL_REQUEST_TEMPLATE.md

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+**IMPORTANT: Please do not create a Pull Request without creating an issue first.**
+*Any change needs to be discussed before proceeding. Failure to do so may result in the rejection of the pull request.*
+Please provide enough information so that others can review your pull request:
+
+<!-- You can skip this if you're fixing a typo. -->
+# Checklist
+- [ ] Affected Issues have been mentioned in the Closing issues section
+- [ ] Documentation has been written/updated.
+- [ ] Changelog entry has been written
+
+Explain the **details** for making this change. What existing problem does the pull request solve?
+
+# Changelog Entry
+<!--
+Describe the change in order to make it visible in the changelog
+If the change breaks anything document this - how was the functionality before - how does it work after the change
+
+Prefix the change with: Feature, Change, Bugfix, Improvement, Documentation
+
+Use following format:
+Improvement - Description (#ISSUENUMBER)
+-->
+
+# Closing issues
+Put `closes #XXXX` in your comment to auto-close the issue that your PR fixes (if such).