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ARROW-5682: [Python] Raise error when trying to convert non-string dtype to string

https://issues.apache.org/jira/browse/ARROW-5682

Closes #5333 from jorisvandenbossche/ARROW-5682-string-array-raise-invalid and squashes the following commits:

a40e7f8dc <Joris Van den Bossche> feedback + formatting
cad8e3085 <Joris Van den Bossche> accept all-nan array if from_pandas=True
10f9fba7f <Joris Van den Bossche> move check out of loop
9463e98c9 <Joris Van den Bossche> add test case for all-nan array
cdf8c566b <Joris Van den Bossche> use dtype string in error message
0e47b8232 <Joris Van den Bossche> ARROW-5682:  raise error when trying to convert non-string dtype to string

Authored-by: Joris Van den Bossche <jorisvandenbossche@gmail.com>
Signed-off-by: Antoine Pitrou <antoine@python.org>