DOC: Add examples and notes to empty documentation
- [x] closes #12393 
- [x] passes `git diff upstream/master | flake8 --diff`

Added notes and examples to provide clarity around the issue discussed in #12393. This is my first contribution to pandas, so let me know if I need to fix anything.

Thanks! 

Further comment about the examples, I would start with an example of an actual empty frame (eg a DataFrame with only index), and only then show the example with the NaNs
 Thanks to both of you. Your suggestions make sense to me. I'll make those tweaks and I thought of one additional in line with yours:
- make comments actual sentences
- start with empty df in example instead of NaN df
- show output of empty df
- also show output of NaN df
 That sounds good!
 Looks like travis hit a 404 from continuum's repo? I'm not seeing a 404 on my end.

`Error: HTTPError: 404 Client Error: Not Found for url: https://repo.continuum.io/pkgs/free/linux-64/setuptools-20.1.1-py27_0.tar.bz2: https://repo.continuum.io/pkgs/free/linux-64/setuptools-20.1.1-py27_0.tar.bz2`
 Their servers were having issues last night. I've restarted the build.
 thanks!
