Adding a BTREE or HASH index shouldn't break anything, and I imagine that is what you want. At worst you could end up with multiple indexes, or less than optimal ones, which might negatively effect performance. I assume that if you are going to do this you will be evaluating the change to see if it actually does help, rather than hurt.
I guess you could run into trouble with a UNIQUE index, since WordPress does use a couple of those.
