Erik Darling doesn’t trust the system:
SQL Server’s missing index requests (and, by extension, automatic index management) are about 70/30 when it comes to being useful, and useful is the low number.
The number of times I’ve seen missing indexes implemented to little or no effect, or worse, disastrous effect… is about 70% of all the missing index requests I’ve seen implemented.
This has been pretty close to my experience as well. Click through for a much better approach to the task.