Error is occurring setting an array element with a sequence
I managed to make it work, by combining the city column with the venue categories column into a 2D (numpy) array which can be used by the RandomForestClassifier of sklearn.
Example code:
import pandas as pd
from sklearn.preprocessing import LabelEncoder
from sklearn.ensemble import RandomForestClassifier
from sklearn.model_selection import train_test_split
import numpy as np

def make_data(df, target_column='Venue', categories_column='Venue Categories'):
    categories = df[categories_column].values
    other_features = []
    for col in df.columns:
        if col in [categories_column, target_column]: continue
        other_features.append(df[col].values);
    return np.array([[col[i] for col in other_features]+categories[i] for i in range(len(categories))]), np.array(df[target_column].values)

labelencoder = LabelEncoder()

dff['Venue'] = labelencoder.fit_transform(dff['Venue'])
dff['city'] = labelencoder.fit_transform(dff['city'])

data, labels = make_data(dff, 'Venue', 'Venue Categories')

train_data,test_data,train_labels,test_labels = train_test_split(data,labels,test_size=0.20)

model = RandomForestClassifier()
model.fit(train_data,train_labels)

Note make sure that Venue Categories column has same number of elements for each row of data, else a new problem will arise again. If needed fill with dummy values