The history of ancient Christianity is an expansive topic, incorporating hundreds of years of hundreds of authors writing thousands of books. Imagine searching through all that to find one passage relevant to your research! Indexes aggregate historical data and organize it in easier to find ways, much like a book index.
The most important characteristic of an index is the data: subject, author, works, citations, etc. Though many indexes are now online, oftentimes you may need to read an index's introduction to learn how to search it effectively.