Hi Sushil,
This is not possible using data grid or list view out of the box widgets, you need to add custom JavaScript to achieve this (show or hide specific column(s) based on user preference).
The easy solution will be to try DataTables widget from app store as I think it will fit what you are looking for. I hope this is compatible with Mendix 8 (give it a go), if not compatible then you might have to upgrade the widget or raise a upgrade request on GitHub.
Hope this helps!