ERR: better concat error messages #9157
closes #9157 

This is a first attempt to improve the error message when trying to concat an empty list/set of objects:

`pd.concat([])` currently raises following error:

```
/Users/ch/miniconda/envs/sci33/lib/python3.3/site-packages/pandas/tools/merge.py in __init__(self, objs, axis, join, join_axes, keys, levels, names, ignore_index, verify_integrity, copy)
    765 
    766         if len(objs) == 0:
--> 767             raise ValueError('All objects passed were None')
    768 
    769         # consolidate data & figure out what our result ndim is going to be

ValueError: All objects passed were None
```

After the tiny fix it is:

```
/Users/ch/repo/pandas/pandas/tools/merge.py in __init__(self, objs, axis, join, join_axes, keys, levels, names, ignore_index, verify_integrity, copy)
    767 
    768         if len(objs) == 0:
--> 769             raise ValueError('No objects passed')
    770 
    771         if isinstance(objs, dict):

ValueError: No objects passed
```
