To create headers in a visualization, you should use a dimension. Dimensions are fields that typically contain categorical information, which define how data is grouped and labeled in your visualization. They are used to segment data into distinct sections such as categories, dates, IDs, or names, making them ideal for creating headers. Measures, on the other hand, are quantitative fields used for numerical calculations, and parameters and filters are used to control and refine the data shown in visualizations, not to label it.