ERR: setting a column with a scalar and no index should raise
xref https://github.com/pandas-dev/pandas/issues/10017#issuecomment-312845661

This should raise like [5] below. 
```
In [2]: df = DataFrame()

In [3]: df['foo'] = 1

In [4]: df
Out[4]: 
Empty DataFrame
Columns: [foo]
Index: []
```

```
In [5]: DataFrame({'foo': 1})
ValueError: If using all scalar values, you must pass an index
I
n [17]: df.loc[1] = 1
\ValueError: cannot set a frame with no defined columns
```

Even though this is technically valid code (in [4]), IOW the scalar is reindexed to a 0-len index, this immediately loses information This should raise an error.