BUG: invalid constrution of a Series with dtype=str
```python
pd.Series('', dtype=str, index=range(1000))
```

throws a `ValueError` with the following message:

```
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "C:\Users\james\AppData\Local\Programs\Python\Python36-32\lib\site-packages\pandas\core\series.py", line 266, in __init__
    data = SingleBlockManager(data, index, fastpath=True)
  File "C:\Users\james\AppData\Local\Programs\Python\Python36-32\lib\site-packages\pandas\core\internals.py", line 4402, in __init__
    fastpath=True)
  File "C:\Users\james\AppData\Local\Programs\Python\Python36-32\lib\site-packages\pandas\core\internals.py", line 2957, in make_block
    return klass(values, ndim=ndim, fastpath=fastpath, placement=placement)
  File "C:\Users\james\AppData\Local\Programs\Python\Python36-32\lib\site-packages\pandas\core\internals.py", line 2082, in __init__
    placement=placement, **kwargs)
  File "C:\Users\james\AppData\Local\Programs\Python\Python36-32\lib\site-packages\pandas\core\internals.py", line 111, in __init__
    raise ValueError('Wrong number of dimensions')
ValueError: Wrong number of dimensions
```

Would it be possible to fix the behavior to initialize the series to `''` (or at least provide a clearer message)?