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BUG: can't insert scalar value into empty dataframe

See original GitHub issue

Pandas version checks

I have checked that this issue has not already been reported.
I have confirmed this bug exists on the latest version of pandas.
I have confirmed this bug exists on the main branch of pandas.

Reproducible Example

import pandas as pd

df = pd.DataFrame({})
df.insert(0, "test", 6)
# >>> df
# Empty DataFrame
# Columns: [test]
# Index: []

Issue Description

Scalar value not inserted into dataframe.

Expected Behavior

Maybe result should be something like this?

>>> df
   test
0     6

Installed Versions

INSTALLED VERSIONS

commit : 4bfe3d07b4858144c219b9346329027024102ab6 python : 3.8.12.final.0 python-bits : 64 OS : Windows OS-release : 10 Version : 10.0.19044 machine : AMD64 processor : Intel64 Family 6 Model 142 Stepping 12, GenuineIntel byteorder : little LC_ALL : None LANG : en_US.UTF-8 LOCALE : English_United States.1252

pandas : 1.4.2 numpy : 1.22.2 pytz : 2021.3 dateutil : 2.8.2 pip : 22.0.3 setuptools : 59.8.0 Cython : None pytest : 7.0.0 hypothesis : None sphinx : 4.4.0 blosc : None feather : 0.4.1 xlsxwriter : None lxml.etree : 4.7.1 html5lib : None pymysql : None psycopg2 : None jinja2 : 3.0.3 IPython : 8.0.1 pandas_datareader: None bs4 : None bottleneck : None brotli : fastparquet : None fsspec : 2022.01.0 gcsfs : None markupsafe : 2.0.1 matplotlib : 3.2.2 numba : None numexpr : 2.7.3 odfpy : None openpyxl : 3.0.9 pandas_gbq : 0.17.0 pyarrow : 6.0.1 pyreadstat : None pyxlsb : None s3fs : 2022.01.0 scipy : 1.8.0 snappy : None sqlalchemy : 1.4.31 tables : 3.7.0 tabulate : None xarray : 0.21.1 xlrd : 2.0.1 xlwt : None zstandard : None