DOC: Add short explanation of index-url priority

* Provide a very short summary of how --index-url takes priority over
  --extra-index-url to ensure that if a target package exists on the
  nightly package index it will be used over a version that exists on
  public PyPI (https://pypi.org/).

README.md

@@ -37,8 +37,10 @@ python -m pip install \
   matplotlib
 ```
 
-Note that second `-i` parameter will take priority, it needs to come second if
-you want to pull from nightly otherwise it will pull from PyPI.
+Note that `--index-url` takes priority over `--extra-index-url`.
+Packages, and dependencies, with versions available on the
+[nightly package index][] will be installed from there before falling back to
+the [Python Package Index][PyPI] to install all remaining requested packages.
 
 ```
 if package in nightly:
@@ -58,3 +60,6 @@ dependencies:
     - --pre --index-url https://pypi.anaconda.org/scientific-python-nightly-wheels/simple --extra-index-url https://pypi.org/simple
     - matplotlib
 ```
+
+[nightly package index]: https://anaconda.org/scientific-python-nightly-wheels
+[PyPI]: https://pypi.org/