You can add field notes to any field - these are displayed in a tooltip in certain views (can't remember the exact presentation - but certainly works in a Table view).

To try it out:
1. Go to Data > Manage Fields...
2. Select the Options > Field Notes against any field
3. Add some text
4. Create a Table view, and make sure the noted field is displayed
5. Hover over the filed name at the top of the column

Hope that helps?

The idea was, to add some Info to the (edited) header above the shown entries, not to the column header within a table view.
For the user's version we hid the data titles and show a sense making, edited headline to every single view.
In this headline I'd like to have a little (i) - left sided - for more + detailed infaormation what we show in this graph / table / map / pie etc.
In different tools / software applications as typo3 you might find such an info field by hovering over the (i)- or (?)-Icon.

There might exist a solution but I don't know where...

You can't do this right now, but it's a good suggestion. Either a new text area for per-view comments, shown on hover over a help icon, or an option to auto-hide the existing per-view annotations.