BUG: Index dtype may not be applied properly
Fixed 2 problems:
- Specified `dtype` is not applied to other iterables.

```
import numpy as np
import pandas as pd

pd.Index([1, 2, 3], dtype=int)
# Index([1, 2, 3], dtype='object')
```
- Specifying `category` to ndarray-like results in `TypeError`

```
pd.Index(np.array([1, 2, 3]), dtype='category')
# TypeError: data type "category" not understood
```
