How to enable showing the `##` headers in default editor?

The easiest way to show the heading markings is to use Source Mode.

If you don’t want to do that (it changes other things, too), you should be able to use a CSS snippet. I don’t know the details of how to do what you want, but I think it’s come up before (try searching for how to show Markdown or markup or syntax). But you might want to wait — the default theme is changing soon (already changed in the Insider builds), which may break old solutions (but it’s meant in part to make CSS stuff easier, so that’s nice).