BUG: extra leading space in to_string when index=False
- [x] closes #24980 
- [x] tests added / passed
- [ ] passes `black pandas`
- [ ] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

This PR is mainly from #29670 contributed by @charlesdong1991, and I made a few changes on his work.
The code have passed all tests modified and added in `test_format.py` and `test_to_latex.py`.
Any comment is welcomed!
Hello @onshek! Thanks for updating this PR. We checked the lines you've touched for [PEP 8](https://www.python.org/dev/peps/pep-0008) issues, and found:







There are currently no PEP 8 issues detected in this Pull Request. Cheers! :beers: 

##### Comment last updated at 2020-09-06 02:50:26 UTC > @onshek nice! this probably needs to be moved to 1.2 whatsnew note?

done > @onshek since the default has changed from `None` to `True`, maybe nicer to update the docstring a bit as well, something like?
> 
> ```
> # current doc
> leading_space : bool, optional
> 
> # suggested?
> leading_space : bool, optional, default is True
> ```

Sure, working on it. @jreback @charlesdong1991 Done. Thanks for your reviews :) thanks @onshek very nice!