Before using any online, microfilmed, printed, digitized or handwritten index, determine what records were used to create the index and how complete that index is. If you don't know or cannot find out, ask.
Indexes are great and they do contain errors since they were compiled by humans, but if you don't know what records it includes, or more importantly, what records it does not include, how can you use it effectively?
Is there an index you use regularly but have never questioned? Might be a good idea.