Hi @arkiboys ,
You need to specify that you want to use the csv headers as columns. Here is an example:
SELECT
*
FROM
OPENROWSET(
BULK 'https://{your-storage-account-name}.dfs.core.windows.net/data/test.csv',
FORMAT = 'CSV',
PARSER_VERSION='2.0',
HEADER_ROW = TRUE -- This the setting you want
) AS [result]
Hope this helps.