\documentclass[12pt]{article}

\usepackage{fontspec}
\usepackage{polyglossia}

\usepackage{makeidx}
\makeindex

\setdefaultlanguage{turkish}
\setmainfont{Noto Serif}
\setsansfont{Noto Serif}

\pagestyle{empty}
\begin{document}
\thispagestyle{empty}

h\index{h}.
H\index{H}.
i\index{i}.
ı\index{ı}.
I\index{I}.
İ\index{İ}.
j\index{j}.
J\index{J}.

\printindex

\end{document}


\index{}.