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

Hello @meiermark! Thanks for submitting the PR.



 - In the file [`pandas/tests/frame/test_constructors.py`](https://github.com/pandas-dev/pandas/blob/e5081fc45106b5c1b826e60bd3945914c422828b/pandas/tests/frame/test_constructors.py), following are the PEP8 issues :

> [Line 398:80](https://github.com/pandas-dev/pandas/blob/e5081fc45106b5c1b826e60bd3945914c422828b/pandas/tests/frame/test_constructors.py#L398): [E231](https://duckduckgo.com/?q=pep8%20E231) missing whitespace after ','
> [Line 398:80](https://github.com/pandas-dev/pandas/blob/e5081fc45106b5c1b826e60bd3945914c422828b/pandas/tests/frame/test_constructors.py#L398): [E501](https://duckduckgo.com/?q=pep8%20E501) line too long (87 > 79 characters)
> [Line 398:82](https://github.com/pandas-dev/pandas/blob/e5081fc45106b5c1b826e60bd3945914c422828b/pandas/tests/frame/test_constructors.py#L398): [E231](https://duckduckgo.com/?q=pep8%20E231) missing whitespace after ','
> [Line 403:79](https://github.com/pandas-dev/pandas/blob/e5081fc45106b5c1b826e60bd3945914c422828b/pandas/tests/frame/test_constructors.py#L403): [E231](https://duckduckgo.com/?q=pep8%20E231) missing whitespace after ','
> [Line 403:80](https://github.com/pandas-dev/pandas/blob/e5081fc45106b5c1b826e60bd3945914c422828b/pandas/tests/frame/test_constructors.py#L403): [E501](https://duckduckgo.com/?q=pep8%20E501) line too long (85 > 79 characters)
> [Line 403:81](https://github.com/pandas-dev/pandas/blob/e5081fc45106b5c1b826e60bd3945914c422828b/pandas/tests/frame/test_constructors.py#L403): [E231](https://duckduckgo.com/?q=pep8%20E231) missing whitespace after ','

