Add devblog article for DataUpdateCoordinator _async_setup (#2255)

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Co-authored-by: Martin Hjelmare <marhje52@gmail.com>

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Co-authored-by: G Johansson <goran.johansson@shiftit.se>

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---------

Co-authored-by: Martin Hjelmare <marhje52@gmail.com>
Co-authored-by: Joost Lekkerkerker <joostlek@outlook.com>
Co-authored-by: G Johansson <goran.johansson@shiftit.se>

blog/2024-07-19-coordinator_async_setup.md

@@ -0,0 +1,66 @@
+---
+author: Josef Zweck
+authorURL: https://github.com/zweckj
+title: Set up your DataUpdateCoordinator with a setup method
+---
+
+In Home Assistant 2024.8, we are introducing the `_async_setup` method for the data update coordinator. 
+This method allows you to run asynchronous code to prepare your `DataUpdateCoordinator` instance
+or to load data that only needs to be loaded once.
+
+You can override `_async_setup` in your coordinator, and it will be automatically
+called during `coordinator.async_config_entry_first_refresh()`.
+It offers the same error handling as `_async_update_data` and will handle `ConfigEntryError`
+and `ConfigEntryAuthFailed` accordingly.
+
+## Example
+
+```python
+
+class MyUpdateCoordinator(DataUpdateCoordinator[MyDataType]):
+
+    prereq_data: SomeData
+
+    def __init__(
+        self,
+        hass: HomeAssistant,
+    ) -> None:
+        """Initialize coordinator."""
+        super().__init__(hass, _LOGGER, name=DOMAIN, update_interval=SCAN_INTERVAL)
+        self.my_api = MyApi()
+
+
+    async def _async_setup(self) -> None:
+        """Do initialization logic."""
+        self.prereq_data = await self.my_api.get_initial_data()
+
+    async def _async_update_data(self) -> MyDataType:
+        """Do the usual update"""
+        return await self.my_api.update(self.prereq_data)
+```
+
+## Avoiding checks for initialization status
+
+This change allows you to refactor code that loaded the initial data in 
+the `_async_update_data` method by checking an initialization variable, like
+
+```python
+async def _async_update_data(self) -> ...:
+    if not self.something:
+        self.something = self.client.fetch()
+    return self.client.fetch_data()
+```
+
+into
+
+```python
+async def _async_setup(self) -> None:
+    self.something = self.client.fetch()
+
+async def _async_update_data(self) -> ...:
+    return self.client.fetch_data()
+```
+
+## More information
+
+Read more about this in the [documentation](https://developers.home-assistant.io/docs/integration_fetching_data/)