Setting the label parameter in the call to df.plot alters the DataFrame's index name. For example,
df = pd.DataFrame(data=np.random.rand(5,3), index=np.arange(5), columns=['A', 'B', 'C'])
df.index.name='RowNumber'
df.plot(y='B', label='Test')
print df.index.name
Out[1]: Test
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