If you’re referring to the category title, if you check the documentation, you can see there’s a parameter for that:
catlink – Show the title of the category with a link to the category. Use the template system to customize its display using the
variable $cat_link_string. Default is ‘no’. Ex: [catlist catlink=yes].
The way it’s programmed, it should only display the title for the
first category you chose, and include the posts from all of the
categories. I thought of this parameter mostly for using several
shortcodes on one page or post, so that each group of posts would have
the title of that group’s category. If you need to display several
titles with posts, you should use one [catlist] shortcode for each
category you want to display.