BUG: instantiation using a dict with a period scalar
- [x] closes #35965
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

Fixing bug discussed in [issue 35965](https://github.com/pandas-dev/pandas/issues/35965) where `pd.DataFrame({'a': pd.Period('2020-01')})` created `a` as an object column instead of a `period[m]` column.

Changing the functionality of `infer_dtype_from_scalar` isn't necessarily required here, but the fact that `infer_dtype_from_scalar` would return the `period.ordinal` value seems inconsistent with the behavior for other dtypes in this function. Additionally, that functionality was only used in a single place within the code (`interval.py`), which I fixed accordingly.
Hello @justinessert! Thanks for updating this PR. We checked the lines you've touched for [PEP 8](https://www.python.org/dev/peps/pep-0008) issues, and found:













There are currently no PEP 8 issues detected in this Pull Request. Cheers! :beers: 

##### Comment last updated at 2020-09-06 22:33:19 UTC @jreback there's one that I updated in [test_infer_dtype_from_period](https://github.com/pandas-dev/pandas/pull/35966/files#diff-fe46d698847ecf7fbacc9eccf0bd4722L80-L94), is that what you mean or are you after something else? @jreback What are you looking to be tested outside of [test_infer_dtype_from_period](https://github.com/pandas-dev/pandas/pull/35966/files#diff-fe46d698847ecf7fbacc9eccf0bd4722L80-L94)? > @jreback What are you looking to be tested outside of [test_infer_dtype_from_period](https://github.com/pandas-dev/pandas/pull/35966/files#diff-fe46d698847ecf7fbacc9eccf0bd4722L80-L94)?

yep saw that, your change is good thanks @justinessert very nice @jreback Thanks for all your helpful and timely replies, it's much appreciated!