It appears that you are using the same heading list for all your headings. Since it is a numbered list, with numbering controlled by what is called a list style, the first heading get s a number, too.

What you require is a separate paragraph style for the TOC heading. If you open your styles pane and click on the Options link at the very bottom, a dialogue will open. Select All styles from the first dropdown list, then exit that box and scroll down through the styles in the pane. You will find TOC Heading already there. Right click on it, choose Modify, and then style the heading to match your others (if desired). Apply this style to your TOC heading.

Then, in the Table of Contents creation dialogue, check this style to be included in your TOC so that it will show up.