ENH: Implemented optional initializer for pd.concat (#40820)
- [x] closes #40820 
- [x] tests added / passed (passed on azure checks)
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them
- [x] whatsnew entry

A proposed solution for issue #40820, to accept an optional argument ``initializer`` which allows for concatenating empty sequences and return the object passed to initializer -- which can be useful for cases where users are running pd.concat on sequence variables which might potentially be empty -- and would like the result of the concatenation to be initialized to an empty Series/DataFrame

The new argument is made optional, and the ValueError is still thrown for cases where the ``initializer`` is not specified -- this should maintain expected behaviour / backward compatibility 
