Since you ased about indexing in particular, here is my site about indexing:
https://use-the-index-luke.com/
You might also want to follow my other project:
https://use-the-index-luke.com/
You might also want to follow my other project:
This is deeper SQL-fu that many of us typically encounter. Highly recommend.
http://tatiyants.com/pev/#/plans
(Postgres Explain Visualizer)
When dealing with query optimization in practice, it helps a lot since it enables a clear, convenient and synthetic view of an EXPLAIN (ANALYZE).
Just yesterday, it helped me improve a big analytic query from executing in 10 minutes to 5 seconds by just adding a small index.
Personally, the most important part of getting advanced with SQL is being able to vizualize the DB in your mind and how the query should look. Also, sometimes bad design is at fault than a query. If the design is too complicated or wrong a query is gonna be slow in relation to the amount of data it has to go over.