DEPR: Warn on empty Series dtype inference
We're changing `Series([])` to be `object` instead of `float`. This does the warning

- [x] xref https://github.com/pandas-dev/pandas/issues/17261 (leave open till we make the change)
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

FYI, d80e1c7dea07303c2aacef32afbd6ccfc6fd47bc has the changes. Everything else is catching / fixing warning internal to pandas. This ended up being a decent-sized change. Sorry about the empty commits, will fix that up.

Still going through and squashing warnings. There are a few cases internally where we construct an empty series. e.g.

```python
In [1]: import pandas as pd

In [2]: pd.Series([], dtype='object').groupby([]).apply(lambda x: 1)
Out[2]: Series([], dtype: float64)
```

How should we handle that?

1. Leave as float64, specify the dtype to keep compat
2. Leave as float64, no dtype to generate a warning

The problem w/ 2 is that there's nothing the user can do to silence the warning. @TomAugspurger can you close or update @jreback @jorisvandenbossche do you think we want to change this before 1.0? @TomAugspurger can you merge master There's a decent amount of work to do here to avoid the warnings
internally. Will try to make time.

On Sun, Nov 18, 2018 at 4:07 PM Jeff Reback <notifications@github.com>
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> @TomAugspurger <https://github.com/TomAugspurger> can you merge master
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 @TomAugspurger keep this one open? Probably not :/ I suppose we can just live with this. A little artifact of the time Series used to be an ndarray.