get_dummies to select string dtype in addition to object and categorical
- [x] closes #44965
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit) for how to run them
- [x] whatsnew entry

Sure - would this go under `Bug Fixes > Strings` or `Other enhancements`? Would put it under bug fixes Should a test that uses `df = df.convert_dtypes() ` be added? #44965 thanks @lukemanley 