Update CHANGELOG.md

Author: brizental

CHANGELOG.md

@@ -2,6 +2,7 @@
 
 [Full changelog](https://github.com/mozilla/glean.js/compare/v0.15.0...main)
 
+* [#411](https://github.com/mozilla/glean.js/pull/411): Tag all messages logged by Glean with the component they are coming from.
 * [#399](https://github.com/mozilla/glean.js/pull/399): Check if there are ping data before attempting to delete it.
   * This change lowers the amount of log messages related to attempting to delete inexistent data.