Change header text of columns in a GridView

You should do that in GridView's RowDataBound event which is triggered for every GridViewRow after it was databound.

protected void GridView1_RowDataBound(object sender, GridViewRowEventArgs e)
{
    if (e.Row.RowType == DataControlRowType.Header)
    {
        e.Row.Cells[0].Text = "Date";
    }
}

or you can set AutogenerateColumns to false and add the columns declaratively on aspx:

<asp:gridview id="GridView1" 
  onrowdatabound="GridView1_RowDataBound"
  autogeneratecolumns="False"
  emptydatatext="No data available." 
   runat="server">
    <Columns>
         <asp:BoundField DataField="DateField" HeaderText="Date" 
            SortExpression="DateField" />
    </Columns>
</asp:gridview>

I Think this Works:

 testGV.HeaderRow.Cells[0].Text="Date"