API, DOC: SparseArray Interface and Documentation is Confusing
1) `SparseArray` inherits from `np.ndarray`, but it doesn't seem like the instance itself can take on more than one dimension?  Documentation doesn't make that super clear IMO.

2) If having 1-D sparse arrays is the intention, then I think there should be stronger checks against multi-dimensional `data` inputs.  For example, if I pass in a multi-dimensional `ndarray` into `SparseArray`, I get a not so helpful error message that it does not have an `sp_index`.
