One of the things that has been interesting to watch over time is how the SQL Server platform has expanded the amount of information that we get back about the performance of the query optimizer and query processor. While it's not perfect, and there is room for improvement, the advances made with intelligent query processing are helping many systems run faster. Not all queries, but some.

As I've done a little work on other platforms, there are ways to look for potential missing indexes in PostgreSQL and MySQL, but these aren't built into tools, nor are they easily accessible to developers or DBAs. There's work to be done on many platforms, though I'm not sure if there is more work than required in SQL Server. On all these platforms, you need to dig into queries and understand why they are slow, though the tooling for SQL Server, with graphical plans in SSMS (or with Plan Explorer) can make the job easier.

One thing SQL Server does is provide missing index recommendations in the query plan. You can find information on this in the docs, but you should make sure you read the limitations section. The recommendations returned should not just be run. I should repeat that for junior DBAs, accidental DBAs, and developers:

DO NOT JUST RUN THE MISSING INDEX RECOMMENDATIONS WITHOUT TESTING LOTS OF QUERIES.

I hate using all caps, but that is important. As an example of why, watch this short video from Erik Darling, where he shows that the simplistic view of the missing index is helpful, but not as helpful as it can be. In case that's not enough, there are other issues that Brent Ozar, Phil Factor, and Aaron Bertrand share some of the problems they've found.

There is a wealth of information that is available about queries in SQL Server and how they are processed. It will help you in your career to learn more about performance tuning and how to evaluate queries. We have articles here, there are more on Simple Talk, and Erik Darling produces information every week and also has training to help you learn to tune queries better. There are plenty of others that will help teach you as well.

Maybe the best benefit of learning about tuning is that you can learn to write better queries the first time, which means no rework, no effort responding to complaints, and a cheaper bill if you move into the cloud. That might be something you point out to your boss and ask him or her to fund a little education to help you and your employer.