Add GitHub issue template

Template taken from root-project/root's issue template

.github/ISSUE_TEMPLATE/bug_report.md

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+---
+name: Bug report
+about: Create a report to get an issue fixed
+title: ''
+labels: bug
+---
+
+- [ ] Checked for duplicates
+<!--
+Please search in
+* https://github.com/root-project/cling/issues
+* and meta issues - https://github.com/root-project/cling/issues/406 and https://github.com/root-project/cling/issues/407
+for existing reports of your issue.
+
+If you find one, you are very welcome to add details to the existing report, for instance.
+-->
+
+### Describe the bug
+<!--
+A clear and concise description of what the wrong behavior is.
+-->
+
+### Expected behavior
+<!--
+A clear and concise description of what you expected to happen.
+-->
+
+### To Reproduce
+<!--
+Steps to reproduce the behavior:
+1. Your code that triggers the issue: at least a part; ideally something we can run ourselves.
+2. Don't forget to attach the required input files!
+3. How to run your code and / or build it.
+-->
+
+### Setup
+<!--
+1. Cling version
+2. Operating system
+3. How you obtained Cling, such as with cpt.py (also mention flags) / you built it yourself.
+-->
+
+### Additional context
+<!--
+Add any other context about the problem here.
+-->

.github/ISSUE_TEMPLATE/feature_request.md

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+---
+name: Feature request
+about: Propose a new feature for Cling
+title: ''
+labels: new feature
+---
+
+### Is your feature request related to a problem? Please describe.
+<!--
+A clear and concise description of what the problem is. E.g "I always have to [...] when I want to [...]"
+-->
+
+### Describe the solution you'd like
+<!--
+A clear and concise description of what you want to happen.
+-->
+
+### Describe alternatives you've considered
+<!--
+Can you think of alternative solutions or features?
+-->
+
+### Additional context
+<!--
+Add any other context or screenshots about the feature requested here.
+-->

.github/ISSUE_TEMPLATE/improvement_report.md

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+---
+name: Improvement
+about: Suggest something that could be improved.
+title: ''
+labels: improvement
+---
+
+### Explain what you would like to see improved
+<!--
+Explain what isn't as good as it could be and why
+-->
+
+### Optional: share how it could be improved
+<!--
+If you already have an idea what we could improve, then please tell us.
+-->
+
+### To Reproduce
+<!--
+Steps to reproduce the behavior:
+1. Your code that triggers the issue: at least a part; ideally something we can run ourselves.
+2. Don't forget to attach the required input files!
+3. How to run and / or build your code.
+-->
+
+### Setup
+<!--
+1. Cling version
+2. Operating system
+3. How you obtained Cling, such as cpt.py (mention flags passed)/ you built it yourself.
+-->
+
+### Additional context
+<!--
+Add any other context about the problem here.
+-->