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You want to label both the top or bottom row and the left- or rightmost column, somewhere at the corner of the table where the row and column meet. A simple way to achieve the result is to construct the table with an arrangement of rules (and possibly \multicolumn entries), to look like:

-----------------
x  y
   --------------
   1  2  3  4  5
-----------------
1
2
3
4
5
-----------------

However, this doesn’t satisfy everyone: many want the labelling in a single cell at the top left of the table. It sounds a simple enough requirement, yet it calls for some slightly tricky LaTeX coding. The diagbox package does this job for you: it defines a command \diagbox whose two arguments provide the texts to be used; an optional argument may be used for fine tuning of the result. It draws a picture with the two labels on either side of a slanting line; the command (and hence the picture) may be placed in the corner cell, where the labelled row and column meet.

The diagbox package supersedes slashbox; the older package’s commands \slashbox and \backslashbox are provided in a compatible way in the newer package, to ease transition.