convert_dtypes fails with int and str
#### Code Sample, a copy-pastable example if possible
Thanks for an amazing package and maintaining it

```python
# Your code here
s = pd.Series(["h", "i", 1])
s.convert_dtypes()
```
#### Problem description

Example raises an error, when it shouldn't. I think the case is missing from the tests

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#### Expected Output
series with object dtype ?

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

[paste the output of ``pd.show_versions()`` here below this line]
In [6]: pd.show_versions()                                                                                                                 

INSTALLED VERSIONS
------------------
commit           : None
python           : 3.7.6.final.0
python-bits      : 64
OS               : Darwin
OS-release       : 19.2.0
machine          : x86_64
processor        : i386
byteorder        : little
LC_ALL           : None
LANG             : en_US.UTF-8
LOCALE           : en_US.UTF-8

pandas           : 1.0.1
numpy            : 1.18.1
pytz             : 2019.3
dateutil         : 2.8.1
pip              : 20.0.2
setuptools       : 45.2.0
Cython           : None
pytest           : 5.3.5
hypothesis       : None
sphinx           : None
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : None
html5lib         : None
pymysql          : None
psycopg2         : None
jinja2           : 2.11.1
IPython          : 7.12.0
pandas_datareader: None
bs4              : None
bottleneck       : None
fastparquet      : None
gcsfs            : None
lxml.etree       : None
matplotlib       : None
numexpr          : None
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : 0.16.0
pytables         : None
pytest           : 5.3.5
pyxlsb           : None
s3fs             : 0.4.0
scipy            : 1.4.1
sqlalchemy       : 1.3.13
tables           : None
tabulate         : 0.8.6
xarray           : None
xlrd             : None
xlwt             : None
xlsxwriter       : None
numba            : None
<details>

</details>
