ER: better error messages on Panel construction with non-nested dict
see related: https://github.com/pydata/pandas/pull/4184, #4324

```
In [2]: pd.Panel(dict(A = np.nan))
AttributeError: 'float' object has no attribute 'shape'
```

```
In [26]: a = pd.Series(np.random.randn(4))

In [27]: b = pd.Series(np.random.randn(4), index=np.arange(1, 5))

In [28]: pd.Panel({'a': a, 'b': b})
IndexError: tuple index out of range
```
