BUG: If Series is called with no arguments, let it have a RangeIndex (#16737)
 - [x] closes #16737
 - [ ] tests added / passed
 - [x] passes ``git diff upstream/master -u -- "*.py" | flake8 --diff``
 - [x] whatsnew entry

Before:
```python
In [4]: Series().index
Out[4]: Index([], dtype='object')
```

Now:
```python
In [3]: Series().index
Out[3]: RangeIndex(start=0, stop=0, step=1)
```
can you rebase and respond to comments I also think we should aim for consistency, I'll change the code accordingly so pd.Series([]).index and pd.Series().index evaluate to an empty Index. revisiting this, can you rebase and update and we can review Hmmm, I think I messed up the rebase. Uhm. What should I do? @alanbato we should be able to recover it from your local `git reflog`, and then do the rebase again.

Ping one of us on gitter at https://gitter.im/pydata/pandas and we'll walk you through it. Your actual commit is still in this branch, so a `git fetch upstream` and `git rebase -i upstream/master` and then only keeping the commit you want should also work. But as @TomAugspurger said, feel free to ping on gitter as well for help.

 I think I did it! Thanks for your help @TomAugspurger @jorisvandenbossche.
But the question still stands, what should be the expected behaviour?

Also pinging @jreback in case he has something to say

Cheers! 🐍 > I also think we should aim for consistency, I'll change the code accordingly so pd.Series([]).index and pd.Series().index evaluate to an empty Index.

I think we agree on this one (so what @TomAugspurger proposed) closing as stale, if you want to work on this, pls ping.