ENH: Add headers paramater to read_json and read_csv
- [x] closes #36688
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

This adds the option to specify headers when reading a csv or a json file from an URL in Python3.
Let me know if new tests are needed.
Hello @Antetokounpo! 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 2020-10-03 17:20:18 UTC I'm not sure we would add new arguments to the function signatures like this. There has been some updates to the original issue and I think would prefer to just document how this can be handled instead of changing these functions - can you adjust the PR accordingly? This pull request is stale because it has been open for thirty days with no activity. Please update or respond to this comment if you're still interested in working on this. Closing in favor of #37966