Alt kısımdaki kodu kullanbilirsiniz.
Kolay gelsin.
Dim rowNumber As Integer = 1
For Each row As DataGridViewRow In dataGridView1.Rows
If row.IsNewRow Then
Continue For
End If
row.HeaderCell.Value = "" + rowNumber
rowNumber = rowNumber + 1
Next
dataGridView1.AutoResizeRowHeadersWidth(DataGridViewRowHeadersWidthSizeMode.AutoSizeToAllHeaders)