The easiest or the worst part of the book production process?
You're not going to compile the index until the very end of the publishing process since you need your page numbers to be final and accurate, so this is where you decide what names play an important role in the book, as well as what names you, as the writer, think readers are likely to want to look up.
You may also find that reading through the book at this stage also reveals typos that may have slipped through the net even at the ‘final’ editing stage. This makes for a very busy few days.
You could opt create the index as a basic A – Z while you actually write the book, and await the final proof to then assign the page numbers to the list of names/words, but this may be a cause of distraction away from the flow of the work, during which key names/words could be overlooked.
Alphabetize consistently throughout letter by letter. This system ignores spaces, hyphens, and other punctuation up to any comma marking inversion of the heading. The Page numbers are listed in numerical order and are separated from their entries and each other by commas.
As a rule of thumb, the ideal page length should be around 5% of the total typeset book pages, and looking at the indexes from similar books could be helpful as a guide.