Most queries will have a where clause. I’ve seen plenty that don’t. Some of’em have surprised the people who developed them far more than they surprised me.
But let’s start there, because it’s a pretty important factor in how you design your indexes. There are all sorts of things that indexes can help, but the first thing we want indexes to do in general is help us locate data.
None of this is groundbreaking but Erik does a really good job of laying out the order in which you want to consider specific factors.