Unable to load JSON saved using `to_json`
### Describe the bug

Datasets stored in the JSON format cannot be loaded using `json.load()`

### Steps to reproduce the bug

```
import json
from datasets import load_dataset

dataset = load_dataset("squad")
train_dataset, test_dataset = dataset["train"], dataset["validation"]
test_dataset.to_json("full_dataset.json")

# This works
loaded_test = load_dataset("json", data_files="full_dataset.json")

# This fails
loaded_test = json.load(open("full_dataset.json", "r"))
```

### Expected behavior

The JSON should be correctly formatted when writing so that it can be loaded using `json.load()`.

### Environment info

Colab: https://colab.research.google.com/drive/1st1iStFUVgu9ZPvnzSzL4vDeYWDwYpUm?usp=sharing
Hi @DarshanDeshpande,

Please note that the default format of the method `Dataset.to_json` is [JSON-Lines](https://jsonlines.org/): it passes `orient="records", lines=True` to `pandas.DataFrame.to_json`. This format is specially useful for large datasets, since unlike regular JSON files, it does not require loading all the data into memory at once, but can be done iteratively by batches.

In order to read this file using the `json` library, you should parse line by line:
```python
with open("full_dataset.json", "r") as f:
    data = [json.loads(line) for line in f]
len(data)
```
Maybe we should explain this better in our docs. Now we explain this better in out docs:
- #6895