ENH: Add UserWarning when plotting bar plot with MultiIndex

Author: nrebena

doc/source/user_guide/visualization.rst

@@ -1432,6 +1432,7 @@ Asymmetrical error bars are also supported, however raw error values must be pro
 Here is an example of one way to easily plot group means with standard deviations from the raw data.
 
 .. ipython:: python
+   :okwarning:
 
    # Generate the data
    ix3 = pd.MultiIndex.from_arrays([

pandas/plotting/_matplotlib/core.py

@@ -1357,6 +1357,9 @@ def __init__(self, data, **kwargs):
 
         if isinstance(self.data.index, ABCMultiIndex):
             # No real handling for MultiIndex yet
+            warnings.warn(
+                "Bar plot with a MultiIndex is not supported.", UserWarning,
+            )
             self.ax_index = np.arange(len(data))
         else:
             self.ax_index = self.data.index