ENH: adds warning when setting list-like into attribute

Adds warning in generic setattr logical branch for when attribute does
not exist and user is supplying a list-like object. Warning states that
Series cannot be assigned into nonexistent columns, and includes a link
to stable documentation. Closes pandas-dev#7175.

pandas/core/generic.py

@@ -3356,6 +3356,10 @@ def __setattr__(self, name, value):
                 else:
                     object.__setattr__(self, name, value)
             except (AttributeError, TypeError):
+                if (self.ndim > 1) and (is_list_like(value)):
+                    warnings.warn("Pandas doesn't allow Series to be assigned "
+                                  "into nonexistent columns - see "
+                                  "https://pandas.pydata.org/pandas-docs/stable""/indexing.html#attribute-access")
                 object.__setattr__(self, name, value)
 
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