It normally is not my style to write a blog post solely about a particular article someone else has published. Typically I just go ahead and add quality resources to the SQL Server Resources area of this site that I have either found myself or had recommended to me.
In this case however an exception must be made!
Brad McGehee has published what could potentially be the best introduction to SQL Server Indexes that I have ever read. It explains in detailed yet incredibly clear language, not only the mechanics of indexes but also the architecture of these data structures (illustrated by some excellent diagrams).
I highly recommend that you read Brad’s Sure Guide to Indexes