Create CHANGELOG for `delphi_utils`

[melange396]

Since the delphi-utils package is published on PyPI, we should create (and keep updated) a CHANGELOG.md file for it. An example can be seen in the one used for the delphi-epidata python client library:

• https://github.com/cmu-delphi/delphi-epidata/blob/dev/src/client/packaging/pypi/CHANGELOG.md