DataFrame.merge with Series should give nice error message
Right now trying this results in "IndexError: list index out of range". It should say can't merge DataFrame with a Series...

I know this for quite a while now, but still get trapped on it every once in a while. This would be very helpful for beginners.

Other people also get confused: http://stackoverflow.com/questions/27281734/pandas-merge-on-index-not-working
