WFLY-3881 User shouldn't be able to use empty JDNI name ('java:/' or 'java:jboss/')

https://issues.jboss.org/browse/WFLY-3881
https://bugzilla.redhat.com/show_bug.cgi?id=1019260

Tested.
I'd make a couple minor changes here: "Not a valid JNDI name" would suffice for the string.  And the method name would be better written with a verb: jndiNameShouldNotBeEmpty();, however, see next comment first.