How to set column header text for specific column in Datagridview C#

there is HeaderText property in Column object, you can find the column and set its HeaderText after initializing grid or do it in windows form designer via designer for DataGrid.

    public Form1()
    {
        InitializeComponent();

        grid.Columns[0].HeaderText = "First Column"; 
        //..............
    }

More details are here at MSDN. More details about DataGrid are here.