BUG: Switched shapes in ValueError msg in DataFrame construct (#20742)
- [x] closes #20742
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/24725?src=pr&el=h1) Report
> Merging [#24725](https://codecov.io/gh/pandas-dev/pandas/pull/24725?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/c1a81fe512604ff1b241e688d145dc7628558241?src=pr&el=desc) will **decrease** coverage by `49.32%`.
> The diff coverage is `0%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/24725/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/24725?src=pr&el=tree)

```diff
@@             Coverage Diff             @@
##           master   #24725       +/-   ##
===========================================
- Coverage   92.39%   43.07%   -49.33%     
===========================================
  Files         166      166               
  Lines       52358    52358               
===========================================
- Hits        48374    22551    -25823     
- Misses       3984    29807    +25823
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `?` | |
| #single | `43.07% <0%> (ø)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/24725?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/internals/managers.py](https://codecov.io/gh/pandas-dev/pandas/pull/24725/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW50ZXJuYWxzL21hbmFnZXJzLnB5) | `66.49% <0%> (-29.56%)` | :arrow_down: |
| [pandas/io/formats/latex.py](https://codecov.io/gh/pandas-dev/pandas/pull/24725/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2Zvcm1hdHMvbGF0ZXgucHk=) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/core/categorical.py](https://codecov.io/gh/pandas-dev/pandas/pull/24725/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvY2F0ZWdvcmljYWwucHk=) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/io/sas/sas\_constants.py](https://codecov.io/gh/pandas-dev/pandas/pull/24725/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL3Nhcy9zYXNfY29uc3RhbnRzLnB5) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/tseries/plotting.py](https://codecov.io/gh/pandas-dev/pandas/pull/24725/diff?src=pr&el=tree#diff-cGFuZGFzL3RzZXJpZXMvcGxvdHRpbmcucHk=) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/tseries/converter.py](https://codecov.io/gh/pandas-dev/pandas/pull/24725/diff?src=pr&el=tree#diff-cGFuZGFzL3RzZXJpZXMvY29udmVydGVyLnB5) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/io/formats/html.py](https://codecov.io/gh/pandas-dev/pandas/pull/24725/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2Zvcm1hdHMvaHRtbC5weQ==) | `0% <0%> (-99.35%)` | :arrow_down: |
| [pandas/core/groupby/categorical.py](https://codecov.io/gh/pandas-dev/pandas/pull/24725/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ3JvdXBieS9jYXRlZ29yaWNhbC5weQ==) | `0% <0%> (-95.46%)` | :arrow_down: |
| [pandas/io/sas/sas7bdat.py](https://codecov.io/gh/pandas-dev/pandas/pull/24725/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL3Nhcy9zYXM3YmRhdC5weQ==) | `0% <0%> (-91.17%)` | :arrow_down: |
| [pandas/io/sas/sas\_xport.py](https://codecov.io/gh/pandas-dev/pandas/pull/24725/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL3Nhcy9zYXNfeHBvcnQucHk=) | `0% <0%> (-90.15%)` | :arrow_down: |
| ... and [124 more](https://codecov.io/gh/pandas-dev/pandas/pull/24725/diff?src=pr&el=tree-more) | |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/24725?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/24725?src=pr&el=footer). Last update [c1a81fe...46d4d55](https://codecov.io/gh/pandas-dev/pandas/pull/24725?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/24725?src=pr&el=h1) Report
> Merging [#24725](https://codecov.io/gh/pandas-dev/pandas/pull/24725?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/17a6bc56e5ab6ad3dab12d3a8b20ed69a5830b6f?src=pr&el=desc) will **decrease** coverage by `<.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/24725/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/24725?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #24725      +/-   ##
==========================================
- Coverage   92.38%   92.38%   -0.01%     
==========================================
  Files         166      166              
  Lines       52382    52383       +1     
==========================================
  Hits        48395    48395              
- Misses       3987     3988       +1
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.81% <100%> (ø)` | :arrow_up: |
| #single | `42.91% <0%> (-0.01%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/24725?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/internals/managers.py](https://codecov.io/gh/pandas-dev/pandas/pull/24725/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW50ZXJuYWxzL21hbmFnZXJzLnB5) | `96.06% <100%> (+0.01%)` | :arrow_up: |
| [pandas/util/testing.py](https://codecov.io/gh/pandas-dev/pandas/pull/24725/diff?src=pr&el=tree#diff-cGFuZGFzL3V0aWwvdGVzdGluZy5weQ==) | `88.04% <0%> (-0.1%)` | :arrow_down: |
| [pandas/core/indexes/timedeltas.py](https://codecov.io/gh/pandas-dev/pandas/pull/24725/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy90aW1lZGVsdGFzLnB5) | `90.22% <0%> (-0.03%)` | :arrow_down: |
| [pandas/core/computation/pytables.py](https://codecov.io/gh/pandas-dev/pandas/pull/24725/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvY29tcHV0YXRpb24vcHl0YWJsZXMucHk=) | `92.35% <0%> (-0.03%)` | :arrow_down: |
| [pandas/core/dtypes/cast.py](https://codecov.io/gh/pandas-dev/pandas/pull/24725/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZHR5cGVzL2Nhc3QucHk=) | `88.7% <0%> (-0.02%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/24725?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/24725?src=pr&el=footer). Last update [17a6bc5...cb282dc](https://codecov.io/gh/pandas-dev/pandas/pull/24725?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 Thanks @meiermark.