How to name the unnamed first column of a data.frame

You could join the row names to the dataframe, like this:

mydf <- cbind(rownames(mydf), mydf)
rownames(mydf) <- NULL
colnames(mydf) <- c("COL1","VAL1","VAL2")

Or, in one step:

setNames(cbind(rownames(mydf), mydf, row.names = NULL), 
         c("COL1", "VAL1", "VAL2"))
#         COL1     VAL1        VAL2
# 1 hsa-let-7a 2.139890 -0.03477569
# 2 hsa-let-7b 2.102590  0.04108795
# 3 hsa-let-7c 2.061705  0.02375882
# 4 hsa-let-7d 1.938950 -0.04364545
# 5 hsa-let-7e 1.889000 -0.10575235
# 6 hsa-let-7f 2.264296  0.08465690

this may also work in your case,

mydf <- cbind(rownames(mydf),mydf)
rownames(mydf) <- NULL
colnames(mydf) <- c(names(mydf)) #to not write all the column names

colnames(mydf)[1] <- "name.of.the.first.column" 
names(mydf)