Update copy docstring in Index constructor

Author: mroeschke

pandas/core/indexes/base.py

@@ -341,8 +341,13 @@ class Index(IndexOpsMixin, PandasObject):
         Data type for the output Index. If not specified, this will be
         inferred from `data`.
         See the :ref:`user guide <basics.dtypes>` for more usages.
-    copy : bool, default False
-        Copy input data.
+    copy : bool, default None
+        Whether to copy input data, only relevant for array, Series, and Index
+        inputs (for other input, e.g. a list, a new array is created anyway).
+        Defaults to True for array input and False for Index/Series.
+        Set to False to avoid copying array input at your own risk (if you
+        know the input data won't be modified elsewhere).
+        Set to True to force copying Series/Index input up front.
     name : object
         Name to be stored in the index.
     tupleize_cols : bool (default: True)