The Worksheet gives you a couple of different ways to run a query...
1. Worksheet toolbar's Run Statement icon (large green arrowhead, or Ctrl+Enter).
This produces a Query Result tab with the data displayed in a grid.
2. Worksheet toolbar's Run Script icon (smaller green arrowhead on lined paper, or F5).
This produces a Script Output tab with the data displayed as to printer.
If running the query with Run Script, using certain SQL*Plus commands will suppress the column headings:
1. set heading off
2. set pagesize 0 (or 1 or 2).
Default for pagesize and linesize is -1. By default the worksheet is free to format script output as it chooses. If you did not change any of those settings in the worksheet, then see if you point to a startup script in Tools > Preferences > Database > Filename for connection startup script