error when trying to set a column as an index in pandas dataframe

The error is when you create A with

columns = [['att1', 'att2']]

If you print A.columns you will get:

MultiIndex([('att1',),
            ('att2',),
            ( 'idx',)],
           )

So 'idx' is not really in your column for you to set index. Now, this would work:

A.set_index(('idx',))

and give:

       att1 att2
(idx,)          
a         1    2
b         1    3
c         4    6

However, you should fix your creation of A with just:

columns = ['att1', 'att2']