Serial.println() prints the value of one expression. The expression you passed it was `("Test " + index++).
In C/C++ a character literal such as "Test " evaluates to the memory address its first character. Adding 1 to that address gives the address of the next (or 2nd) character. Adding 2 to it gives the address of the 3rd character, and so on.
To get what you were expecting, the value of the literal, AND the value of the index, you would write:
If you had created a String variable with the value "Test ", then the String expression,
("Test " + index++) would have been evaluated differently: The "+" operator would have concatenated the String "Text ", with the String equivalent of the current value of "index"; but that isn't the way a character literal is treated. There is a C++ String library among the Arduino libraries but it's use is not recommended because Strings get reallocated and copied when they get concatenated, resulting in excessive memory use, and the Arduino has very little memory.