DataFrame.from_records ignores exclude if it is [0]
#### Code Sample, a copy-pastable example if possible

```python
df1 = pd.DataFrame.from_records([[1,2,3],[4,5,6],[7,8,9]], index=0, exclude=[0])
df2 = pd.DataFrame.from_records([[1,2,3],[4,5,6],[7,8,9]], index=0)
```
#### Problem description

In both cases, the data frame has columns 0, 1 and 2. If you use an index of 1, or `exclude=[1]`, the columns are (correctly) `[0, 2]`.

The issue is caused by the `any()` call at https://github.com/pandas-dev/pandas/blob/master/pandas/core/frame.py#L1178 which treats a zero column ID as false. Changing this to `if exclude` fixes the problem for me (by running the code to drop columns if the exclude set is not empty).

#### Output of ``pd.show_versions()``

<details>
INSTALLED VERSIONS
------------------
commit: None
python: 3.6.2.final.0
python-bits: 64
OS: Windows
OS-release: 7
machine: AMD64
processor: Intel64 Family 6 Model 61 Stepping 4, GenuineIntel
byteorder: little
LC_ALL: None
LANG: None
LOCALE: None.None

pandas: 0.21.0
pytest: None
pip: 9.0.1
setuptools: 38.2.4
Cython: None
numpy: 1.13.3
scipy: None
pyarrow: None
xarray: None
IPython: 6.2.1
sphinx: None
patsy: None
dateutil: 2.6.1
pytz: 2017.3
blosc: None
bottleneck: None
tables: None
numexpr: None
feather: None
matplotlib: 2.1.0
openpyxl: 2.4.9
xlrd: None
xlwt: None
xlsxwriter: None
lxml: None
bs4: None
html5lib: 1.0b10
sqlalchemy: None
pymysql: None
psycopg2: None
jinja2: 2.10
s3fs: None
fastparquet: None
pandas_gbq: None
pandas_datareader: None
</details>
