DOC: add name parameter to the IntervalIndex for #48911
- [x] closes #48911
- [x] Added an entry in the latest `doc/source/whatsnew/v2.0.0.rst` file if fixing a bug or adding a new feature.

@Dr-Irv  Owee, I'm MrMeeseeks, Look at me.

There seem to be a conflict, please backport manually. Here are approximate instructions:

1. Checkout backport branch and update it.

```
git checkout 1.5.x
git pull
```

2. Cherry pick the first parent branch of the this PR on top of the older branch:
```
git cherry-pick -x -m1 3872572512b4ea5af50618203331d9c7cc5d5fd8
```

3. You will likely have some merge/cherry-pick conflict here, fix them and commit:

```
git commit -am 'Backport PR #49386: DOC: add name parameter to the IntervalIndex for #48911'
```

4. Push to a named branch:

```
git push YOURFORK 1.5.x:auto-backport-of-pr-49386-on-1.5.x
```

5. Create a PR against branch 1.5.x, I would have named this PR:

> "Backport PR #49386 on branch 1.5.x (DOC: add name parameter to the IntervalIndex for #48911)"

And apply the correct labels and milestones.

Congratulations — you did some good work! Hopefully your backport PR will be tested by the continuous integration and merged soon!

Remember to remove the `Still Needs Manual Backport` label once the PR gets merged.

If these instructions are inaccurate, feel free to [suggest an improvement](https://github.com/MeeseeksBox/MeeseeksDev).
                 @sylviaovo can you follow the backport instructions so we can include this in the 1.5.2 release whenever that happens?