title: dataframe, set index from list
body: <p>Is it possible when creating a dataframe from a list, to set the index as one of the values?</p>
  
  <pre><code>import pandas as pd
  
  tmp = [['a', 'a1'], ['b',' b1']]
  
  df = pd.DataFrame(tmp, columns=["First", "Second"])
  
          First  Second
  0          a   a1
  1          b   b1
  </code></pre>
  
  <p>And how I'd like it to look:</p>
  
  <pre><code>        First  Second
  a          a   a1
  b          b   b1
  </code></pre>