Fix: DataFrame.append with empty list raises IndexError
- [x] closes #28769
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

Didn't see there's already a PR for that 🤦‍♂ Closing...