I would like to know, how can I alter "default" x label (or subtitle) in density plot in R. For example, I do not wand this text "N = ..., bandwidth = ..." to be on the plot (I do not know if it is x-label or subtitle, but it usually appears under x-axis).
You should just use the standard plotting arguments to change the labels:
plot(density(rnorm(10)),
xlab="X", #Change the x-axis label
ylab="Density", #y-axis label
main="A nice title")#Main title
See the plotting help page: ?plot
and the documentation.