I've tried to hide the header in the default Grid Widget as well as the Advanced Grid Widget from the ThingWorx Marketplace.
For both widgets I couldn't hide the header directly. However I changed the .css for the Advanced Grid and removed the table row with a "display: none" style
<tr style="display: none;">
However this needs to be manipulated manually and is not an out of the box feature.
Not sure if that works for you...
There is no option to remove/hide the header; however, you may look into editing the widget /developing your own solution. The grid widget is located in <tomcat install location>\webapps\Thingworx\common\thingworx\widgets\