I have a comments table with the usual fields in it, i.e. author, title, body, created_at, etc. There's also a field called "user_id" which stores the id of the user the comment is directed at.
On the front end I've created a filter UI that basically allows users to filter comments based on date, whether user has responded to a comment, full text body search, category, etc. All these filters are optional and can be combined to create one fairly large query. It essentially looks like this:
SELECT * FROM comments WHERE user_id = ? AND .... AND ...
My first approach was to index user_id and then leave it at that. However, after reading more about it I'm not sure that's the best way. On the other hand, creating an index for each column that's "filterable" doesn't seem like a good idea either.
Edit: Postgres documentation seems to answer my question https://www.postgresql.org/docs/9.6/static/indexes-bitmap-scans.html