The freeze panes you are showing is distinctive to what happens when you have a table, in that the headings are not below the Column reference grid (A,B,C etc) but replace those headings with the table headings.
I suspect that your data is already a table in which case the thing you might be missing is that your active cell (selected cell) has to be inside the table range.
If you click anywhere in the table and then scroll down the table headings will show where you normally see the column letters.