First draft of the guide

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+Connection
+==========
+
+This chapter describes how to open, monitor and close
+a connection using the Gun client.
+
+Opening a new connection
+------------------------
+
+Gun is designed with the SPDY and Websocket protocols in mind,
+and as such establishes a permanent connection to the remote
+server. Because of this, the connection must be initiated
+before being able to send any request.
+
+The process that creates the connection is also known as the
+owner of the connection. Only this process can perform operations
+on the connection, and only this process will receive messages
+from the connection.
+
+To open a new connection, the `gun:open/3` function can be used.
+
+``` erlang
+{ok, Pid} = gun:open("twitter.com", 443, []).
+```
+
+The connection is managed by a separate process and is supervised
+by the Gun supervisor directly.
+
+The connection can later be stopped either gracefully or abruptly
+by the client. If an unexpected disconnection occurs, the client
+will retry connecting every few seconds until it succeeds and
+can resume normal operations.
+
+Monitoring the connection process
+---------------------------------
+
+The connection is managed by a separate process. Because
+software errors are a reality, it is important to monitor
+this process for failure. Thankfully, do to the asynchronous
+nature of Gun, we only need to create a monitor once when
+the connection is established.
+
+``` erlang
+{ok, Pid} = gun:open("twitter.com", 443, []).
+MRef = monitor(process, Pid).
+```
+
+There is no need to monitor again after that regardless of
+the number of requests sent or messages received.
+
+You can detect the process failure when receiving messages.
+
+``` erlang
+receive
+    {'DOWN', Tag, _, _, Reason} ->
+        error_logger:error_msg("Oops!"),
+        exit(Reason);
+    %% Receive Gun messages here...
+end.
+```
+
+You will probably want to reopen the connection when that
+happens.
+
+Closing the connection abruptly
+-------------------------------
+
+The connection can be stopped abruptly at any time by calling
+the `gun:close/1` function.
+
+``` erlang
+gun:close(Pid).
+```
+
+The process is stopped immediately.
+
+Closing the connection gracefully
+---------------------------------
+
+The connection can also be stopped gracefully by calling the
+`gun:shutdown/1` function.
+
+``` erlang
+gun:shutdown(Pid).
+```
+
+Gun will refuse any new requests from both the Erlang side and
+the server and will attempt to finish the currently opened
+streams. For example if you performed a GET request just before
+calling `gun:shutdown/1`, you will still receive the response
+before Gun closes the connection.
+
+If you set a monitor beforehand, it will inform you when the
+connection has finally been shutdown.