So indexes are awesome: they allow for super fast querying and instant sorted data access. Then why don't we have indexes for all fields in every table? The problem is when a new register is inserted to or removed from the table, all its indexes must be updated to reflect that. If there are a lot of indexes, updating, inserting or removing rows can become computationally expensive (remember tree balancing). Moreover, indexes occupy disk space, which is not an unlimited resource.
