BUG: Fix (22477) dtype=str converts NaN to 'n'
- [x] closes #22477
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

Now:
```
>>> import pandas as pd
>>> result = pd.Series(index=range(5), dtype=str)
>>> result
0    NaN
1    NaN
2    NaN
3    NaN
4    NaN
dtype: object
```

This is implemented by adding a check so if the `dtype` is `str` is will create an empty array type object and then pass the values. Two tests have been implemented:

- test for an empty series. To check that it fills the series with NaN and not with 'n'. For example now:
- test for cases that no string values are given.