TableHeadings is an option for TableForm and MatrixForm which gives the labels to be printed for entries in each dimension of a table or matrix.
TableHeadings -> None gives no labels in any dimension.
TableHeadings -> Automatic gives successive integer labels for each entry in each dimension.
TableHeadings -> , , ... , ... gives explicit labels for each entry.
The labels can be strings or other Mathematica expressions.
The labels are placed as headings for rows or columns.
See The Mathematica Book: Section 2.8.8.