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Xi'an
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The Kullback-Leibler divergence is unbounded. Indeed, since there is no lower bound on the $q(i)$'s, there is no upper bound on the $p(i)/q(i)$'s. For instance, the Kullback-Leibler divergence between a Normal $N(\mu_1,\sigma_1^2)$ and a Normal $N(\mu_2,\sigma_1^2)$ is $$\frac{1}{2\sigma_1^{2}}(\mu_1-\mu_2)^2$$which is clearly unbounded.

Wikipedia [which has been known to be wrong!] indeed states

"...a Kullback–Leibler divergence of 1 indicates that the two distributions behave in such a different manner that the expectation given the first distribution approaches zero."

which makes no sense (expectation of which function? why 1 and not 2?)

A more satisfactory explanation from the same Wikipedia page is that the Kullback–Leibler divergence

"...can be construed as measuring the expected number of extra bits required to code samples from P using a code optimized for Q rather than the code optimized for P."

Xi'an
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