I created one new data frame by using one list and column value, and I successfully renamed the Index name but I'm not able to rename the first column name, I tried all the possible methods that I know (I want to rename this column name O with date, I tried all methods but it won't work as you can see in code snap)
datebucket=[]
def Walmart(data,stateAbb):
    Walmart_df=pd.DataFrame(data)
    Walmart_df=Walmart_df[Walmart_df['STRSTATE']== stateAbb]
    date=Walmart_df.sort_values(by='date_super').groupby(['STRSTATE','date_super']) 
    ['date_super']
    test=date.first().index
    for i in test:
        datebucket.append(i[1])
    cumsum=Walmart_df.groupby(['STRSTATE','date_super']).count()['storenum']
    NewDf=pd.DataFrame(datebucket,cumsum)   
    NewDf.index.names = ['cumsum']
    NewDf.rename(columns = {'0':'date'}, inplace = True)
    NewDf.rename(columns={NewDf.columns[0]: 'new'})
    NewDf.dropna()
    display(NewDf)
Walmart(df,'TX') 

 
     
    