Add whatsnew entry for bugfix pandas-dev#24687

Author: summonholmes

doc/source/whatsnew/v0.24.0.rst

@@ -1729,6 +1729,7 @@ Indexing
 - Bug in ``PeriodArray.__setitem__`` when accepting slice and list-like value (:issue:`23978`)
 - Bug in :class:`DatetimeIndex`, :class:`TimedeltaIndex` where indexing with ``Ellipsis`` would lose their ``freq`` attribute (:issue:`21282`)
 - Bug in ``iat`` where using it to assign an incompatible value would create a new column (:issue:`23236`)
+- Bug in :func:`ensure_index` where passing a nested tuple can sometimes result in an ndarray of shape `(1, 2, 2)` (:issue:`24687`)
 
 Missing
 ^^^^^^^