BUG: Wrong legend when combining multiple plots on the same axes
The code
```python
import matplotlib.pyplot as plt
import pandas as pd

df = pd.DataFrame([{'x': 1, 'a': 1, 'b': 1}, {'x': 2, 'a': 2, 'b': 3}])

ax = plt.gca()
df.plot('x', 'a', yerr=0.1, ax=ax, label='with errors')
df.plot('x', 'b', ax=ax, label='without errors')
```
results in the following image on my platform:
<img width="372" alt="download" src="https://user-images.githubusercontent.com/5444873/106432400-f5ec0d00-646e-11eb-8c85-768c6091cb15.png">
Note that the labels in the legend are swapped!
I obviously expected the legend to show the correct labels.

<details>
<pre>
INSTALLED VERSIONS
------------------
commit           : 9d598a5e1eee26df95b3910e3f2934890d062caa
python           : 3.8.7.final.0
python-bits      : 64
OS               : Darwin
OS-release       : 19.6.0
Version          : Darwin Kernel Version 19.6.0: Tue Nov 10 00:10:30 PST 2020; root:xnu-6153.141.10~1/RELEASE_X86_64
machine          : x86_64
processor        : i386
byteorder        : little
LC_ALL           : None
LANG             : en_US.UTF-8
LOCALE           : en_US.UTF-8

pandas           : 1.2.1
numpy            : 1.19.5
pytz             : 2020.5
dateutil         : 2.8.1
pip              : 21.0
setuptools       : 51.3.3
Cython           : 0.29.21
pytest           : 6.2.2
hypothesis       : None
sphinx           : 3.4.3
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : 4.4.1
html5lib         : 1.1
pymysql          : None
psycopg2         : None
jinja2           : 2.11.2
IPython          : 7.19.0
pandas_datareader: None
bs4              : None
bottleneck       : None
fsspec           : None
fastparquet      : None
gcsfs            : None
matplotlib       : 3.3.4
numexpr          : None
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : None
pyxlsb           : None
s3fs             : None
scipy            : 1.6.0
sqlalchemy       : None
tables           : None
tabulate         : 0.8.7
xarray           : None
xlrd             : None
xlwt             : None
numba            : 0.52.0
</pre>
</details>
