The documentation how to use the interceptor features is scattered in the current wiki documentation.
Interceptor should be have its own page and be linked from the Architecture page.
We should also provide some better java examples as the current are quite testish 
http://activemq.apache.org/camel/dsl.html
Also write that you can add your own java code interceptor code logic with addInterceptorXXX() on the context itself.