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This would be very helpful from the perspective of Polyglot Notebooks and trying to do the same types of things you can do in Pandas, but with DataFrame. Right now it's not intuitive how you rename an existing column in a DataFrame.
Update: I went through the code and did find the DataFrameColumn.SetName method. It wasn't showing up for me in Polyglot Notebooks intellisense, but it's present and it works.
That said, a more intuitive way of doing this would be with syntax like df["X1"].Name = "Credit Amount"; or df["X1"].Rename("Credit Amount"); or df.Rename("X1", "Credit Amount"); or possibly a df.Rename that takes in a Dictionary<string, string> for bulk renaming like Pandas rename does. Even making the Name property have a public setter would help.
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