df.melt() column name 'variable'
- [x] closes #37716
- [x] tests added / passed
- [x] passes `black pandas`
- [ ] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

This is my first time contributing to the open source project. Although I didn't make a significant change, I saw a bug report and asked to just raise a warning instead of fixing it. That's what I did and returned original DataFrame instead of returning wrong frame. 

This pull request is stale because it has been open for thirty days with no activity. Please update or respond to this comment if you're still interested in working on this. closing as stale. if you want to continue, pls ping and can re-open.