The first row of the grid is a grey title row. When you start DataLoad it is blank. You can't directly edit this row but the titles can be accessed through a form that is available from the Edit menu, by clicking the right mouse button, or by double clicking on the row itself. Alternatively, when data is entered in the first editable row of the grid, titles are automatically inserted into the title row.
Titles not only provide a useful reference but also enable DataLoad to automatically insert commands into the grid for you. As you tab through the grid, columns that have a command for a title will have that command inserted into the cell, thus saving typing effort. This facility is only of use if you structure your data and commands by records such that each row is identical.
From V4.1 onward this functionality can be disabled in the Options form.