adding didomi note (#2431)

dev-docs/cmp-best-practices.md

@@ -65,6 +65,10 @@ Community members are welcome to contribute more specific implementation
 approaches here. Please do not attempt to extoll the virtues of one CMP
 over another -- just help others with interface idiosyncacies.
 
+### Didomi
+
+Please follow the guidelines in the [Didomi documentation](https://developers.didomi.io/cmp/web-sdk/third-parties/custom-integrations/no-tag-manager) to make sure that the CMP is loaded before the ad server and Prebid.js.
+
 ### LiveRamp
 
 LiveRamp has verified that they create the tcfapi functions and set gdprApplies=false when their CMP is removed from a geo.