sql: Add SQL mode details (#728)

sql/mysql-compatibility.md

@@ -166,6 +166,15 @@ Create Table: CREATE TABLE `t1` (
 
 Architecturally, TiDB does support a similar storage engine abstraction to MySQL, and user tables are created in the engine specified by the [`--store`](server-command-option.md#--store) option used when you start tidb-server (typically `tikv`).
 
+### SQL Modes
+
+TiDB supports **all of the SQL modes** from MySQL 5.7 with minor exceptions:
+
+1. The `ALLOW_INVALID_DATES` mode is not yet supported. See [TiDB #8263](https://github.com/pingcap/tidb/issues/8263).
+2. The compatibility modes deprecated in MySQL 5.7 and removed in MySQL 8.0 are not supported (such as `ORACLE`, `POSTGRESQL` etc).
+3. The mode `ONLY_FULL_GROUP_BY` has minor [semantic differences](../sql/aggregate-group-by-functions.md#differences-from-mysql) to MySQL 5.7, which we plan to address in the future.
+4. The SQL modes `NO_DIR_IN_CREATE` and `NO_ENGINE_SUBSTITUTION` are supported for compatibility, but are not applicable to TiDB. 
+
 ### EXPLAIN
 
 The output of the query execution plan returned from the `EXPLAIN` command differs from MySQL. For more information, see [Understand the Query Execution Plan](../sql/understanding-the-query-execution-plan.md).