Add a note that .set only works for mysql and throw an error for other dialects

lib/sequelize.js

@@ -564,6 +564,7 @@ module.exports = (function() {
 
   /**
    * Execute a query which would set an environment or user variable. The variables are set per connection, so this function needs a transaction.
+   * Only works for MySQL.
    *
    * @method set
    * @param {Object}        variables Object with multiple variables.
@@ -578,6 +579,9 @@ module.exports = (function() {
     // Prepare options
     options = Utils._.extend({}, this.options.set, typeof options === 'object' && options || {});
 
+    if (['mysql', 'mariadb'].indexOf(this.options.dialect) === -1) {
+      throw new Error('sequelize.set is only supported for mysql');
+    }
     if (!options.transaction || !(options.transaction instanceof Transaction) ) {
       throw new TypeError("options.transaction is required");
     }