BUG: Fix initialization of DataFrame from dict with NaN as key
- [x] closes #18455
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

This does not solve the [MI example](https://github.com/pandas-dev/pandas/issues/18455#issuecomment-346700652) in #18455, but that should be included in #18485 .