Two popular options are to use:
ipython notation:
In [11]: df = pd.DataFrame([[1, 2], [3, 4]])
In [12]: df
Out[12]:
   0  1
0  1  2
1  3  4
Alternatively (this is popular over in the python documentation) and more concisely:
df.columns  # Out: RangeIndex(start=0, stop=2, step=1)
df[0...