Potential regression in str dtype handling in 0.23?
#### Code Sample, a copy-pastable example if possible

using pandas 0.22:
```python
In [1]: import numpy as np

In [2]: import pandas as pd

In [3]: object_data = ['silly walks', np.nan, 'dead parrot']

In [4]: pd.Series(object_data, dtype=object)
Out[4]:
0    silly walks
1            NaN
2    dead parrot
dtype: object

In [5]: pd.Series(object_data, dtype=str)
Out[5]:
0    silly walks
1            NaN
2    dead parrot
dtype: object
```
using pandas 0.23:
```python
In [1]: import numpy as np

In [2]: import pandas as pd

In [3]: object_data = ['silly walks', np.nan, 'dead parrot']

In [4]: pd.Series(object_data, dtype=object)
Out[4]:
0    silly walks
1            NaN
2    dead parrot
dtype: object

In [5]: pd.Series(object_data, dtype=str)
Out[5]:
0    silly walks
1            nan
2    dead parrot
dtype: object
```
#### Problem description
as of v0.23, when provided with the `str` dtype, a `np.nan` in a list of values gets converter to the string `nan`.
 
[the docs don't specify `str` as a valid dtype in the first place ](http://pandas.pydata.org/pandas-docs/stable/basics.html#dtypes), so perhaps the problem here is that pandas should be stricter and check that the provided dtype is supported? Or the docs could mention that a custom conversion function can be passed? either way this caused test failures on https://github.com/clembou/behave-pandas/pull/7, so I thought I'd raise an issue as I might not be the only one affected.

Feel free to close if you think this is simply an unsupported use of the `dtype` parameter.

#### Output of ``pd.show_versions()``

<details>
INSTALLED VERSIONS
------------------
commit: None
python: 3.6.5.final.0
python-bits: 64
OS: Darwin
OS-release: 17.5.0
machine: x86_64
processor: i386
byteorder: little
LC_ALL: None
LANG: en_GB.UTF-8
LOCALE: en_GB.UTF-8

pandas: 0.23.0
pytest: None
pip: 10.0.1
setuptools: 39.2.0
Cython: None
numpy: 1.14.3
scipy: None
pyarrow: None
xarray: None
IPython: 6.4.0
sphinx: None
patsy: None
dateutil: 2.7.3
pytz: 2018.4
blosc: None
bottleneck: None
tables: None
numexpr: None
feather: None
matplotlib: None
openpyxl: None
xlrd: None
xlwt: None
xlsxwriter: None
lxml: None
bs4: None
html5lib: None
sqlalchemy: None
pymysql: None
psycopg2: None
jinja2: None
s3fs: None
fastparquet: None
pandas_gbq: None
pandas_datareader: None
</details>
