DEPR: Warn on empty Series dtype inference
We're changing `Series([])` to be `object` instead of `float`. This does the warning

- [x] xref https://github.com/pandas-dev/pandas/issues/17261 (leave open till we make the change)
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry
