Check that consensus timestamp lists is initialied and has at list one item
Working on #30909 (moved) realized that even if I realized that when checking
if len(self._consensus_timestamps) >= 1, in the case that
self._consensus_timestamps wouldn't not be initialized, it'd give a type error.
That doesn't currently happen because that code is call after the
__init__ method. It'd still be safer to to check that it's been initialized.