migration: create Migration Incoming State at init time

Signed-off-by: Juan Quintela <quintela@redhat.com>
Reviewed-by: Dr. David Alan Gilbert <dgilbert@redhat.com>
Message-Id: <1485207141-1941-3-git-send-email-quintela@redhat.com>
Signed-off-by: Juan Quintela <quintela@redhat.com>