Read csv headers
- [x] closes #36688 
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

cc @twoertwein  we have tons of fixtures eg s3_resources

pls try to not reinvent the wheel 

if u must mock then use monkeypatch

prefer not to mock at all Hello @cdknox! Thanks for updating this PR. We checked the lines you've touched for [PEP 8](https://www.python.org/dev/peps/pep-0008) issues, and found:









There are currently no PEP 8 issues detected in this Pull Request. Cheers! :beers: 

##### Comment last updated at 2020-12-13 23:17:56 UTC I'm sure folks are busy; I just wanted to make sure no one is waiting on me for anything.  I think I've addressed the comments so far, but if I'm missing something or I need to do something else please let me know! thanks @cdknox very nice Glad to help as a long time pandas user! Just double checking, we're good without the change then from ``storage_options={"User-Agent": "custom_user_agent"}`` to ``storage_options={"headers": {"User-Agent": "custom_user_agent"}}``?  I'm good with it either way