Is there a way to add row and column heading labels in TableView to replace the 1,2,3 etc?
I can't open "Header" under options for TableView. I can select any other option but Header. It is highlighted in black and not selectable.
Yeah, I noticed that. The function is still marked Experimental, so a little less polish is probably to be expected. But there are several other functions (like plots and grids) that have options to specify horizontal and vertical "things", and so if you're familiar with those, it's pretty easy to predict how the Header option will work.
In the documentation for TableView, you'll find an option called Headers. It works like you'd expect if you're familiar with the general pattern. For example:
TableView
Headers
TableView[RandomReal[1, {4, 4}], Headers -> {{2, 4, 8, 16}, {"a", "bb", "ccc", "dddd"}}]