Index.dat
The Index.dat file is used by Microsoft Internet Explorer 6 to record information about Internet sites that have been visited and details of cookies being stored on your computer.

Whenever you visit a website on the Internet; the address, time of visit, images, scripts, tracking cookies and web page contents are saved to your hard drive. The primary reason Internet Explorer does this is to allow quicker access to the site if you revisit again because the contents can be opened from your computer disk drive rather than downloaded over the Internet a second time. Information about these cache files, cookies and where Internet Explorer can find them on your hard drive is stored in the hidden index.dat file.