BUG: disallow scalar in CategoricalIndex construtor
- [ ] closes #xxxx
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

i guess need to deprecate here as well (unless you use the Categorical for constrution) > i guess need to deprecate here as well

i think this is pretty unambiguously a bug > > i guess need to deprecate here as well
> 
> i think this is pretty unambiguously a bug

oh right yeah its a scalar in an Index, ok ok i guess add a whatsnew here to document whatsnew added + greenish