Elastic Search - When to use another index?

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I'm learning elastic search, and there's still a lot I don't get, but one thing I can't figure out (or find all that much on) is when to use one index, and when to use more. Part of this is that I definitely don't get what, exactly, an elastic search index is.

Can you explain what an elastic search index is, and when you should use just one for all your data, and when you should split your data up into multiple indexes?

Bonus points / alternatively, how can I tell when I need to split my data into multiple indexes, and then, how should I decide how to split the data amongst the new indexes?

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