<h2><?php the_terms( 0, 'my_category'); ?></h2>

$my_categories = get_the_terms( null, 'my_category' );

foreach ( $my_categories as $my_category ) {
    echo $my_category->name;
}

$my_categories  = get_the_terms( null, 'my_category' );
$category_names = wp_list_pluck( $my_categories, 'name' );

echo implode( ', ', $category_names );