BUG: raise on non-hashable Index name, closes #29069
- [x] closes #29069
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

To close https://github.com/pandas-dev/pandas/issues/29069, Index.name should probably be a settable property, and the setter should validate that the name is hashable.

Any perf concerns here? Things should be OK right? huh, looks like i got confused by `names`, which is a property.  will update. Are we OK with being able to set MultiIndex.name?  When I tried disallowing it, some tests broke xref #11979 should we try to address that here while were at it? I think #19171 becomes easier after this. thanks