Repeat the steps for one paragraph for each subsequent paragraph in the section or chapter.  The next paragraph may be about a related topic, in which case, it is likely share context with the index entries made about the prior paragraph.  This is expected, especially for paragraphs within the same section and chapter.

 

Gradually you will see your index fill out.

 

As you do, you will find in the sorted index that certain adjacent entries should be combined into a level-1 entry for the general context topic, and level-2, or even level-3 entries containing subtopics with specific page numbers.  Go ahead and do this combination NOW while it is in your mind.

 

Note that such combinations may also include entries that are not adjacent, and may be in very different locations in the index.  In such a case, weigh the possible benefit of leaving that entry where it is, and simply adding an additional subentry to your multi-level entries that refer to the same page as does the original entry.  The choice will always depend on how your readers will use the index, and which form they will find more useful.  Remember, the objective is that the reader will be able to find what he/she is looking for EASILY.