What are the biggest benefits of using INDEXES in mysql?

Question

I know I need to have a primary key set, and to set anything that should be unique as a unique key, but what is an INDEX and how do I use them?

What are the benefits

Answer 1

This is a general database concept, you might use external resources to read about it, like http://beginner-sql-tutorial.com/sql-index.htm or http://en.wikipedia.org/wiki/Index_(database)