ENH: Rename index when using DataFrame.reset_index
- [x] closes #6878
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them
- [x] whatsnew entry

Probably the hardest part of this PR is choosing a good name for the new argument. As mentioned in #6878 the `name` keyword is already used in `Series.reset_index`, although to rename the data column. It could be argued that using `name` also in this PR would not cause confusion, since it's hard to assume one can rename a column's name in `DataFrame.reset_index` (which column would it be?). 

Anyway, I've opted for `names`. I've also thought of `rename` but that sounds like asking for a boolean. `new_name` is an option too, although a bit ugly.