[Python] Convert List to Pandas Dataframe Column

I need to convert my list into a one-column pandas dataframe.

Current List (len=3):

['Thanks You',
'Its fine no problem',
'Are you sure']


Required Pandas DF (shape =3,):

0 Thank You
1 Its fine no problem
2 Are you sure


N.B. The numbers represent index in the required Pandas DF above.

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