Andrew Pruski gives us a couple of considerations when creating indexes on partitioned tables in SQL Server:
Looking at that data page, we can see that SQL has added a UNIQUIFIER column. Now this is standard SQL behaviour, SQL does this to all non-unique clustered indexes whether they are on a partitioned table or not.
But also look at the CreatedDate column. It’s after the ID column on the page. If this was a non-partitioned table, we would see that after ColA & ColB (the order the columns are on the table). This has happened because SQL has implicitly added the partitioning key into the index definition, which has changed the physical order of the data on the page.
Read the whole thing.