BUG: pd.DataFrame.from_records() raises a KeyError if passed a string index and an empty iterable
- [x] closes #47285(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.

Hello @Kelvingandhi! Thanks for updating this PR. We checked the lines you've touched for [PEP 8](https://www.python.org/dev/peps/pep-0008) issues, and found:





There are currently no PEP 8 issues detected in this Pull Request. Cheers! :beers: 

##### Comment last updated at 2022-06-24 20:23:11 UTC cc @phofl (from issue)
 Hello @simonjayhawkins , Just wanted to follow up on this PR. I'm not sure, is it waiting for another approval or is it being checked or need more discussion. If you could provide your feedback, that would be appreciated.  Did you address our comments? > Did you address our comments?

Please check my response above.

https://github.com/pandas-dev/pandas/pull/47319#discussion_r901163462 @github-actions pre-commit All checks are successful except these 2 which are keep getting canceled after 90 min timeout. Not sure what action is needed now.

- Windows-MacOS / windows-latest actions-38.yaml (pull_request)
- Windows-MacOS / windows-latest actions-310.yaml (pull_request) @phofl @simonjayhawkins Have you gotten a chance to look at this 2 checks getting cancelled issue. https://github.com/pandas-dev/pandas/pull/47319#issuecomment-1165973025 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.