Added a faq with an entry on the missing __len__ function.

doc/tutorial/faq.txt

+
+.. _faq:
+
+==========================
+Frequently Asked Questions
+==========================
+
+TypeError: object of type 'TensorVariable' has no len()
+--------------------------------------------------------------
+
+If you receive this error:
+
+.. code-block:: python
+
+   TypeError: object of type 'TensorVariable' has no len()
+
+We can't implement the __len__ function on Theano Varible. This is
+because Python request that we return an integer, but we can't do this
+as we are working with symbolic variable. You can use `var.shape[0]`
+as a workaround.
+
+Also we can't change the error to a better one for some other Python
+internal behavior that we can't change.

doc/tutorial/index.txt

@@ -39,4 +39,4 @@ you out.
     shape_info
     remarks
     debug_faq
-
+    faq