While creating fields in CF7 forms while designing and building forms, keep in mind that not to use capital letters and special characters like underscores, double or single code, space etc.
Now just click on checkbox to select the field names to show the fields in your excel sheet.
(again if you already have used the special characters in field names then just change it to simple from here for excel sheet column names, while clicking on text box it allows you to enter with proper names)
You can edit the name you want, by default it will show fields name used in CF7 while creating form.
example: (make sure you are entering the field list names in CF7 and here as per the above instruction given.)
first-name, email, subject, message etc.