Better support for UserDict on constructor
I noticed that if I create my DataFrame passing a dictionary which is a custom one of a subclass of `collections.UserDict` then we have incompatible behaviour with the one if I pass a builtin `dict`.

The idea is that the `UserDict` should have the same type interface as the `dict` and used for custom behaviour, instead of subclassing direct from `dict`. 

This PR attempts to fix that incompatibility issue.

- [ ] closes #xxxx (Replace xxxx with the GitHub issue number)
- [x] [Tests added and passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#writing-tests) if fixing a bug or adding a new feature
- [x] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).
- [x] Added [type annotations](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#type-hints) to new arguments/methods/functions.
- [x] Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.

Well observed, @marcelotrevisani - Mapping is better here @mroeschke is this good to go? :-) @datapythonista 
Marc, if you don't mind, can you take a look please? :) This pull request is stale because it has been open for thirty days with no activity. Please [update](https://pandas.pydata.org/pandas-docs/stable/development/contributing.html#updating-your-pull-request) and respond to this comment if you're still interested in working on this. Thanks for the pull request, but it appears to have gone stale. If interested in continuing, please merge in the main branch, address any review comments and/or failing tests, and we can reopen.