Pandas Series can have a name and these are set as columns names in dataframe. The index can also have its own name, these names are known as index names.
Example
import pandas as pd
books_names=['Don Quixote','Lord of the Rings','Pinocchio','And Then There Were None']
books_series=pd.Series(books_names)#series
books_series.name="Famous Books"#index name
print(books_series)
Output:
0 Don Quixote
1 Lord of the Rings
2 Pinocchio
3 And Then There Were None
Name: Famous Books, dtype: object
Here in the above example "Famous Books" is the index name.
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