If you want to change the “index” title from your latex document, depending of your babel you could run in preamble.

``````\addto\captionsenglish{%
\renewcommand*{\indexname}{Index of whatever I want}
}``````

If you are writing this in Brazilian Portuguese, you should set to your babel

``````
\usepackage[brazil]{babel}
\usepackage{makeidx}