When you are making index entries, it is good practice to think of the different ways people may look for something. Different people do not think of the same words when they look something up. A helpful index will have items indexed under all the different words that people may use. For example, one reader may think it obvious that the two-letter names for indices should be listed under "Indices, two-letter names", since the word "Index" is the general concept. But another reader may remember the specific concept of two-letter names and search for the entry listed as "Two letter names for indices". A good index will have both entries and will help both readers.
Like typesetting, the construction of an index is a highly skilled, professional art, the subtleties of which are not appreciated until you need to do it yourself.
See Printing Indices & Menus, for information about printing an index at the end of a book or creating an index menu in an Info file.