Hi Ziggie. Kerrie is correct. It's an index.
There's an image on the Wiki of an Index here - http://www.ancestry.com.au/wiki/index.php?title=World_Archiv...
Not all indexes look exactly like this - but all seem to have a name and a number, so essentially the same idea.
Keep going with the questions. You won't be the only one with these queries - and the Q and As will help a lot of keyers.