update warning message

Author: jschendel

doc/source/whatsnew/v0.25.0.rst

@@ -264,6 +264,7 @@ Deprecations
 - The :meth:`DataFrame.compound` and :meth:`Series.compound` methods are deprecated and will be removed in a future version.
 - The default value ``ordered=None`` in :class:`~pandas.api.types.CategoricalDtype` has been deprecated in favor of ``ordered=False``. When converting between categorical types ``ordered=True`` must be explicitly passed in order to be preserved. (:issue:`26336`)
 
+
 .. _whatsnew_0250.prior_deprecations:
 
 Removal of prior version deprecations/changes

pandas/core/dtypes/dtypes.py

@@ -543,8 +543,10 @@ def update_dtype(self, dtype):
         if new_ordered is None:
             new_ordered = self.ordered
             if self.ordered:
-                msg = ("ordered=None is deprecated and will default to False "
-                       "in a future version; ordered=True must be explicitly "
+                msg = ("Constructing a CategoricalDtype without specifying "
+                       "`ordered` or explicitly passing `ordered=None` is "
+                       "deprecated and will default to `ordered=False` in a "
+                       "future version; `ordered=True` must be explicitly "
                        "passed in order to be retained")
                 warnings.warn(msg, FutureWarning, stacklevel=3)