Excel Formula To Get First Non-Zero Value in Row and Return Column Header

Sure, try this

=INDEX(J$8:N$8,MATCH(TRUE,INDEX(J9:N9<>0,),0))

I accepted the answer above but wanted to show the other way I found to do it, in case it helps anyone.

=OFFSET($I$8,0,MATCH(0,J10:N10,1)+1)

You could also write this as:

=INDEX(J$8:N$8,MATCH(0,J9:N9,1)+1)