fix index name

Author: fengyurun

databricks/koalas/indexes.py

@@ -387,7 +387,7 @@ def fillna(self, value):
         if not isinstance(value, (float, int, str, bool)):
             raise TypeError("Unsupported type %s" % type(value))
         sdf = self._internal.sdf.fillna(value)
-        result = Index(DataFrame(_InternalFrame(sdf=sdf, index_map=self._internal.index_map)))
+        result = DataFrame(self._kdf._internal.copy(sdf=sdf)).index
         return result
 
     def to_series(self, name: Union[str, Tuple[str, ...]] = None) -> Series:

databricks/koalas/tests/test_indexes.py

@@ -325,6 +325,7 @@ def test_index_fillna(self):
         kidx = ks.DataFrame({'a': ['a', 'b', 'c']}, index=[1, 2, None]).index
 
         self.assert_eq(pidx.fillna(0), kidx.fillna(0))
+        self.assert_eq(pidx.rename('name').fillna(0), kidx.rename('name').fillna(0))
 
         with self.assertRaisesRegex(TypeError, "Unsupported type <class 'list'>"):
             kidx.fillna([1, 2])