TYP: annotation of __init__ return type (PEP 484) (pandas/core)
- [ ] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).

According to [documentation](https://pandas.pydata.org/docs/dev/development/contributing_codebase.html#type-hints) pandas uses [PEP484](https://www.python.org/dev/peps/pep-0484/) for type hints.
PEP484 states that `__init__ `function should have `-> None` return type annotation.
In this PR I added return type annotation to `__init__` functions in `pandas/core` module.
Thanks!

lots of failures > lots of failures

Hi! Updated branch with latest changes from `main` and now it looks fine. (All 3 failures are regarding Azure building and you mention [here](https://github.com/pandas-dev/pandas/pull/46283#issuecomment-1062968031), that these failures might be legit)  thanks @nafarya 