Pandas get_dummies validate `columns` input
- [x] closes #28383
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

The Test code is inspired from a similar tests in
`RaiseError`: https://github.com/pandas-dev/pandas/blob/master/pandas/tests/arrays/categorical/test_operators.py#L97
Valid `list_like`: https://github.com/pandas-dev/pandas/blob/master/pandas/tests/reshape/test_pivot.py#L706

This is my first pull request here and so I have taken all the necessary precautions, also I read the contributing guidelines. Not much sure of  `black pandas` . 

**Problem:**
If `columns` is not passed a list-like value a substantial decrease in performance was observed.

**Proposed Solution:**
As mentioned in the issue by @WillAyd that function should raise and hence based on [similar situation](https://github.com/pandas-dev/pandas/blob/2c9c4223442cd555a1fbc894eb5e89792c09ea63/pandas/core/arrays/categorical.py#L2484) in the codebase, I have edited the file to raise `TypeError`.


What used to happen without this change?  Would a less-useful error message be raised or would you get an incorrect result?  For the whatsnew, add a bullet point in the appropriate subsection in doc/source/whatsnew/v1.0.0.rst Doc at doc/source/whatsnew/v1.0.0.rst was updated also, I have updated the PR with problem and proposed solution. As per the instructions, I have removed the `test_get_dummies_with_list_like_values`  Any update on the PR?  needs one more rebase, otherwise looks good to go cc @jreback Just fixed up the merge conflict. This should be good to go when CI is green looks like trailing whitespace is choking the linter I removed trailing white spaces. Now it should pass Thanks @R1j1t ! Thank everyone for the reviews. It was something new for me (adding test and updating docs) but I am sure this is my first of the many PR. I will start small but I love pandas and hence contributing in my free time. 