Prime (fortunately) works differently than a spreadsheet 😉
This (unfortunately) also means that we do not have much or no options to prettify a matrix when it comes to display a matrix, e.g. by adding nicely formatted row and/or column headers, format single cells, etc.
You may add a first row with the headers as text (probably with "stack"), but it looks a bit ugly because of the quotes and this header can then also interfere with later calculations.
Depending on your need using a table to input data might be an option for a nice display of input data. Here the "headers" actually are the names of the variables (which at the end are all single vectors).
Here is an example how it looks when you add textstrings as headers
