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.
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)
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.