DOC/ERR: better error message on no common merge keys
Currently, merging two DataFrames on indices is not a default option. When the keyword argument `on` is not specified, `MergeError` is occurred.

#### Code Sample and Problem Statement

```python
In [1]: import pandas as pd
In [2]: a = pd.DataFrame({'a':[1,2]})
In [3]: b = pd.DataFrame({'b':[10,20]})
In [4]: a.merge(b)
---------------------------------------------------------------------------
MergeError                                Traceback (most recent call last)
<ipython-input-6-fbb650d95f99> in <module>()
----> 1 a.merge(b)

/home/swyoon/env/swyoon/local/lib/python2.7/site-packages/pandas/core/frame.pyc in merge(self, right, how, on, left_on, right_on, left_index, right_index, sort, suffixes, copy, indicator, validate)
   5368                      right_on=right_on, left_index=left_index,
   5369                      right_index=right_index, sort=sort, suffixes=suffixes,
-> 5370                      copy=copy, indicator=indicator, validate=validate)
   5371
   5372     def round(self, decimals=0, *args, **kwargs):

/home/swyoon/env/swyoon/local/lib/python2.7/site-packages/pandas/core/reshape/merge.pyc in merge(left, right, how, on, left_on, right_on, left_index, right_index, sort, suffixes, copy, indicator, validate)
     55                          right_index=right_index, sort=sort, suffixes=suffixes,
     56                          copy=copy, indicator=indicator,
---> 57                          validate=validate)
     58     return op.get_result()
     59

/home/swyoon/env/swyoon/local/lib/python2.7/site-packages/pandas/core/reshape/merge.pyc in __init__(self, left, right, how, on, left_on, right_on, axis, left_index, right_index, sort, suffixes, copy, indicator, validate)
    558             warnings.warn(msg, UserWarning)
    559
--> 560         self._validate_specification()
    561
    562         # note this function has side effects

/home/swyoon/env/swyoon/local/lib/python2.7/site-packages/pandas/core/reshape/merge.pyc in _validate_specification(self)
    951                     self.right.columns)
    952                 if len(common_cols) == 0:
--> 953                     raise MergeError('No common columns to perform merge on')
    954                 if not common_cols.is_unique:
    955                     raise MergeError("Data columns not unique: {common!r}"

MergeError: No common columns to perform merge on
```

For a successful merge, we need to specify rather verbose keyword arguments `left_index=True, right_index=True`.

```python
In [5]: a.merge(b, left_index=True, right_index=True)
Out[5]:
   a   b
0  1  10
1  2  20
```

#### Expected Output

What if we could do

```python
In [1]: import pandas as pd
In [2]: a = pd.DataFrame({'a':[1,2]})
In [3]: b = pd.DataFrame({'b':[10,20]})
In [4]: a.merge(b)
Out[4]:
   a   b
0  1  10
1  2  20
```

A briefer syntax for merge on index could facilitate the usability.

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

<details>

```python
In [5]: pd.show_versions()

INSTALLED VERSIONS
------------------
commit: None
python: 2.7.12.final.0
python-bits: 64
OS: Linux
OS-release: 4.2.0-42-generic
machine: x86_64
processor: x86_64
byteorder: little
LC_ALL: en_US.UTF-8
LANG: en_US.UTF-8
LOCALE: None.None

pandas: 0.22.0
pytest: 3.1.3
pip: 9.0.1
setuptools: 38.2.4
Cython: None
numpy: 1.14.0
scipy: 0.19.1
pyarrow: None
xarray: None
IPython: 5.4.1
sphinx: None
patsy: 0.4.1
dateutil: 2.6.1
pytz: 2017.3
blosc: None
bottleneck: None
tables: None
numexpr: None
feather: None
matplotlib: 2.0.2
openpyxl: 2.4.8
xlrd: 1.1.0
xlwt: None
xlsxwriter: None
lxml: 3.7.3
bs4: 4.6.0
html5lib: 0.9999999
sqlalchemy: 1.1.15
pymysql: None
psycopg2: 2.7.1 (dt dec pq3 ext lo64)
jinja2: 2.9.6
s3fs: None
fastparquet: None
pandas_gbq: None
pandas_datareader: None
```
</details>
