Carlos,
A good place to leave suggestions such as this is the OneNote forum on Uservoice. Others can then cast their vote on your submission and the OneNote team can respond to its feasibility. You can find the forum at http://onenote.uservoice.com.
That said, you may find that the paid, 3rd-party add-in "Anchor to OneNote" already offers what you need. It consists of several modules that allow you to create linked notes to not only Adobe Acrobat (full version) or SumatraPDF, but also to Firefox and a couple of other programs.
Note that Anchor to OneNote requires a full version of OneNote 2013. It will not work with an Office 365 subscription due to the security limitations imposed by the Click-to-Run installation method Office 365 uses.
You can find out more about Anchor to OneNote and download a trial version at http://www.onenotegem.com/anchor-to-onenote.html
I hope this reply addresses your request.