Views Data Export: Export to XLS with column labels?
If your spreadsheet is missing the field labels as column headers, chances are the "label" setting is disabled on each field (probably because, you have another display in the view with the labels turned off).

For each field in the Fields section,


Click the field name to open the settings option.
If necessary, be sure to choose For "This views_data_export (override)" from the top of the modal.
Enable the checkbox to Create a label and set the column heading/field label for the spreadsheet.  
Click the Apply (this display) button at the bottom of the modal to save the settings for that field.





Save the view, clear your caches, and test the export again.




If the labels are set, the next course of action to check include:


Checking for any template files either in the theme or a custom module that could be overriding the settings.  


Within the view, you can click the Information link next to Theme at  the bottom of the Advanced section (far right of views edit screen). It will list template filenames that could override the view,  and render existing templates in bold. 
Should you find a template outside of the Views Data Export module's folder, you can temporarily remove it and test to see if it resolves the export issue.

Checking to make sure you are running the most up-to-date version of the module.