ERR: raise if values passed to Categorical is a DataFrame
2nd of 3 to address #17112.   This raises instead of making the following mistake:

```
>>> df = pd.DataFrame(np.random.randn(3,2), columns=['A', 'B'])
>>> pd.Categorical(df)
[A, B]
Categories (2, object): [A, B]
```
# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/18207?src=pr&el=h1) Report
> Merging [#18207](https://codecov.io/gh/pandas-dev/pandas/pull/18207?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/ca737aca8b73b10b617f7fcc7da35545f9ec0a89?src=pr&el=desc) will **increase** coverage by `<.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/18207/graphs/tree.svg?width=650&height=150&src=pr&token=eZ4WkYLtcO)](https://codecov.io/gh/pandas-dev/pandas/pull/18207?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #18207      +/-   ##
==========================================
+ Coverage    91.4%    91.4%   +<.01%     
==========================================
  Files         163      163              
  Lines       50064    50066       +2     
==========================================
+ Hits        45759    45763       +4     
+ Misses       4305     4303       -2
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `89.21% <100%> (+0.02%)` | :arrow_up: |
| #single | `40.36% <100%> (-0.06%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/18207?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/categorical.py](https://codecov.io/gh/pandas-dev/pandas/pull/18207?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvY2F0ZWdvcmljYWwucHk=) | `95.67% <100%> (-0.13%)` | :arrow_down: |
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/pull/18207?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `25% <0%> (-58.34%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/18207?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.8% <0%> (-0.1%)` | :arrow_down: |
| [pandas/plotting/\_converter.py](https://codecov.io/gh/pandas-dev/pandas/pull/18207?src=pr&el=tree#diff-cGFuZGFzL3Bsb3R0aW5nL19jb252ZXJ0ZXIucHk=) | `65.2% <0%> (+1.81%)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/18207?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/18207?src=pr&el=footer). Last update [ca737ac...b0da084](https://codecov.io/gh/pandas-dev/pandas/pull/18207?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/18207?src=pr&el=h1) Report
> Merging [#18207](https://codecov.io/gh/pandas-dev/pandas/pull/18207?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/ca737aca8b73b10b617f7fcc7da35545f9ec0a89?src=pr&el=desc) will **increase** coverage by `<.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/18207/graphs/tree.svg?width=650&height=150&src=pr&token=eZ4WkYLtcO)](https://codecov.io/gh/pandas-dev/pandas/pull/18207?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #18207      +/-   ##
==========================================
+ Coverage    91.4%    91.4%   +<.01%     
==========================================
  Files         163      163              
  Lines       50064    50066       +2     
==========================================
+ Hits        45759    45763       +4     
+ Misses       4305     4303       -2
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `89.21% <100%> (+0.02%)` | :arrow_up: |
| #single | `40.36% <100%> (-0.06%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/18207?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/categorical.py](https://codecov.io/gh/pandas-dev/pandas/pull/18207?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvY2F0ZWdvcmljYWwucHk=) | `95.67% <100%> (-0.13%)` | :arrow_down: |
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/pull/18207?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `25% <0%> (-58.34%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/18207?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.8% <0%> (-0.1%)` | :arrow_down: |
| [pandas/plotting/\_converter.py](https://codecov.io/gh/pandas-dev/pandas/pull/18207?src=pr&el=tree#diff-cGFuZGFzL3Bsb3R0aW5nL19jb252ZXJ0ZXIucHk=) | `65.2% <0%> (+1.81%)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/18207?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/18207?src=pr&el=footer). Last update [ca737ac...b0da084](https://codecov.io/gh/pandas-dev/pandas/pull/18207?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/18207?src=pr&el=h1) Report
> Merging [#18207](https://codecov.io/gh/pandas-dev/pandas/pull/18207?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/ca737aca8b73b10b617f7fcc7da35545f9ec0a89?src=pr&el=desc) will **increase** coverage by `<.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/18207/graphs/tree.svg?src=pr&width=650&token=eZ4WkYLtcO&height=150)](https://codecov.io/gh/pandas-dev/pandas/pull/18207?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #18207      +/-   ##
==========================================
+ Coverage    91.4%    91.4%   +<.01%     
==========================================
  Files         163      163              
  Lines       50064    50066       +2     
==========================================
+ Hits        45759    45763       +4     
+ Misses       4305     4303       -2
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `89.21% <100%> (+0.02%)` | :arrow_up: |
| #single | `40.36% <100%> (-0.06%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/18207?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/categorical.py](https://codecov.io/gh/pandas-dev/pandas/pull/18207?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvY2F0ZWdvcmljYWwucHk=) | `95.67% <100%> (-0.13%)` | :arrow_down: |
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/pull/18207?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `25% <0%> (-58.34%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/18207?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.8% <0%> (-0.1%)` | :arrow_down: |
| [pandas/plotting/\_converter.py](https://codecov.io/gh/pandas-dev/pandas/pull/18207?src=pr&el=tree#diff-cGFuZGFzL3Bsb3R0aW5nL19jb252ZXJ0ZXIucHk=) | `65.2% <0%> (+1.81%)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/18207?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/18207?src=pr&el=footer). Last update [ca737ac...b0da084](https://codecov.io/gh/pandas-dev/pandas/pull/18207?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 Don't want to deal with rebase right now.  Will return to this bug later.  Closing.