ERR: Improve error message for Series.loc.getitem with too many dimensions

[phofl]

• closes Non-intuitive behavior when multi-indexing a Series #35349
• tests added / passed
• Ensure all linting tests pass, see here for how to run them
• whatsnew entry

tuple in tuple means we are indexing index and columns

[jreback]

lgtm. can you also test setitem. if its not trivial, can do in a separate PR/issue.

[phofl]

Good point. This is pretty straight forward

[jreback]

lgtm can you merge master and ping on green

[jreback]

thanks @phofl

[jbrockmendel]

@phofl I think this introduces a problem if the MultiIndex has a level that includes tuples e.g. (xref #27591)

lev1 = ["a", "b", "c"]
lev2 = [(0, 1), (1, 0)]
lev3 = [0, 1]
cols = pd.MultiIndex.from_product([lev1, lev2, lev3], names=["x", "y", "z"])
df = pd.DataFrame(index=range(5), columns=cols)
[test for DataFrame behavior (also broken xref #27591)

ser = df.iloc[0]
result2 = ser.loc[lev1[0], lev2[0], lev3[0]]  # <-- raises incorrectly
expected2 = ser.iloc[:1]  # actually i think this should drop all the levels and return a scalar, but thats a whole other thing
tm.assert_series_equal(result2, expected2)