DOC: Clarify that 'names' is only used when constructing a MultiIndex
- [x] closes #19082
- [ ] [Tests added and passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#writing-tests) if fixing a bug or adding a new feature  
      **(Not applicable — this is a documentation-only change)**
- [x] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit)
- [ ] Added [type annotations](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#type-hints) to new arguments/methods/functions  
      **(Not applicable — no new functions or arguments were added)**
- [ ] Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature  
      **(Optional — this change may be too minor, but can be added under "Documentation" if desired)**

### Description

Clarifies in the `Index` class docstring that the `names` parameter is only relevant when constructing a `MultiIndex`. This prevents confusion where users expect `names=('a',)` to behave like `name='a'` for regular Index objects.

No changes were made to the behavior of `Index`, only to the documentation for better clarity.

I'll close this PR as it doesn't feel useful. Feel free to comment if I'm missing something, and I can surely reopen.