ENH: GH34946 Check type of names argument to `read_csv`, `read_table`…

- [x] closes #34946 
- [x] tests passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

- ~~One test failed (TestTSPlot.test_ts_plot_with_tz) but it's not related to what I changed.~~
- ~~Does it need a whatsnew entry?~~