BUG: raise error for groupby() with invalid tuple key
- [x] closes #18798
- [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/18826?src=pr&el=h1) Report
> Merging [#18826](https://codecov.io/gh/pandas-dev/pandas/pull/18826?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/b6a7cc9d4686f62596de031c9cc4a1d62d12c52e?src=pr&el=desc) will **decrease** coverage by `0.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/18826/graphs/tree.svg?width=650&height=150&src=pr&token=eZ4WkYLtcO)](https://codecov.io/gh/pandas-dev/pandas/pull/18826?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #18826      +/-   ##
==========================================
- Coverage   91.64%   91.62%   -0.02%     
==========================================
  Files         154      154              
  Lines       51408    51408              
==========================================
- Hits        47113    47104       -9     
- Misses       4295     4304       +9
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `89.49% <100%> (ø)` | :arrow_up: |
| #single | `40.83% <0%> (-0.12%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/18826?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/groupby.py](https://codecov.io/gh/pandas-dev/pandas/pull/18826/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ3JvdXBieS5weQ==) | `92.07% <100%> (ø)` | :arrow_up: |
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/pull/18826/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `25% <0%> (-58.34%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/18826/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.68% <0%> (-0.11%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/18826?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/18826?src=pr&el=footer). Last update [b6a7cc9...5fc5240](https://codecov.io/gh/pandas-dev/pandas/pull/18826?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 thanks!