Getting the column name of DataFrame is a simple operation with the following methods:
Column for column in df]
2. Df.columns. Values return array
3. List (df)
4. Df.columns return Index (tolist(), or list(array)

import pandas as pd
from numpy.random import randint
df = pd.DataFrame(columns=list('abcdefghij'))

%timeit [column for column in df]

%timeit list(df.columns.values)

%timeit list(df)

%timeit list(df.columns)
# 100000 loops, best of 3: 2.24 µs per loop

%timeit df.columns.tolist()
# 1000000 loops, best of 3: 1.77 µs per loop