Reporting an error used to be much easier. I have spent the past 30 minutes trying to figure out what to do.
It rather all depends on the specifics.
If it's not actually an indexing error, but an autostandardization error, then you can report it here. Be sure to include a URL for an affected record. (Autostandardization affects placenames, and can usually be recognized by the existence of both an "Event Place (Original)" and an "Event Place" field; the first is what was indexed, the second is what the computer interpreted it as.)
If it's some other kind of error affecting a large number of records, you can likewise report it here, again giving URLs and specifics. A moderator will (hopefully, eventually) forward it to the appropriate people.
If it's an error affecting just a few people, then either you can correct it yourself (if it's an editable field in a correctable index), or you can console yourself with the fact that you found the record anyway.