Index the predicates in JOIN, WHERE, ORDER BY and GROUP BY clauses
What about the HAVING clause? Does the column order matter? Should we put a single column or multi-column index? INCLUDE statements? What kind of index, clustered, non-clustered, columnstore, XML, spatial? This piece of the advice is benign but so non-specific it’s almost useless. Let me summarize: Indexes can be good.
Do not use sp_* naming convention
So, this one is true because it will add a VERY small amount of overhead as SQL Server searches the master database first for your object. However, for most of us, most of the time, this is so far down the list of worries about our database as to effectively vanish from sight.
There’s a pretty long list of things here, most of which Grant considers either incomplete, irrelevant, or sometimes flat-out wrong.