Validation for illegal column names in `data`

[danielhuppmann]

Please confirm that this PR has done the following:

• [x] Tests Added
• ~Documentation Added~
• ~Name of contributors Added to AUTHORS.rst~
• [x] Description in RELEASE_NOTES.md Added

Description of PR

During review of #729, I noticed that there may be issues when initializing an IamDataFrame with an unnamed column (None or empty string) - both could give unexpected behavior. This PR adds these two corner cases to the validation routine.

[codecov[bot]]

Codecov Report

Merging #734 (7318209) into main (e07d3b9) will increase coverage by 0.0%. The diff coverage is 98.2%.

@@          Coverage Diff          @@
##            main    #734   +/-   ##
=====================================
  Coverage   95.0%   95.1%           
=====================================
  Files         59      59           
  Lines       6020    6044   +24     
=====================================
+ Hits        5725    5748   +23     
- Misses       295     296    +1     

Impacted Files	Coverage Δ
pyam/utils.py	92.7% <97.8%> (+0.1%)	:arrow_up:
tests/test_core.py	100.0% <100.0%> (ø)

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