Three parts now....Oh where oh where forth art thou?

I've been thinking about the indexing. A lot of beginning writers aren't sure exactly what you're referring to here, would you mind giving a little bit of info on indexing? Its purpose, where they can learn more about it, your words of advice? Many thanks!
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Queen JJ
www.queenjawjaw.com
All Things Royal - 2010 and Beyond
Humorist for the NABBW