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 slashbox package does the job for you: it defines
commands \slashbox and \backslashbox, each taking the two
labels as arguments.  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.
Documentation of slashbox is less than satisfactory: a
LaTeX source file of rather startling starkness accompanies the
package file in the distribution.  It does, however, process to a
DVI file that gives some idea of how the \slashbox may be
expected to look.
This question on the Web: http://www.tex.ac.uk/cgi-bin/texfaq2html?label=slashbox