I just chatted with Andrew Lamb from the DataFusion project and we’re trying to move the current DataFusion Python documentation in a better direction. I hope we move the delta-rs docs in the same direction. We’re currently debating between mdBook or mkdocs in this PR. I hope we can choose one and then go with it!

I'd have a preference for mkdocs, since it allows cross reference between docs pages and the API reference, which I think is really important.