To change column headers, select the list view that you want to edit the fields displayed in columns for, and then click on the Edit button. Edit it according to the usual process.
In the Fields to Display section, move the fields that you want to display as columns, from the left column to the right by clicking on the field name and using the arrows.
Remove fields by clicking on the field name and using the arrows to move it from right to left.
Reorder the Fields to Display by using the up and down arrows.
You can edit the fields displayed as columns in all the default list views (apart from Recent Items) as well as choose the ones that you want to display when creating your own list views.