If you're a beginner and you want to put on muscle as well as gain strength, my advice is to get on a barbell strength training routine that focuses on the big compound lifts - squats, deadlifts, power cleans, presses, etc. and linear progression of weight (small increments). Add a small amount of cardiovascular conditioning as necessary.
Rippetoe's Starting Strength / Practical Programming and Starr's The Strongest Shall Survive are good examples.
Olympic weightlifting (sans CrossFit) is also a good choice, but it's harder to find gyms that have the necessary equipment / coaching. Anything by Jim Schmitz in this area, is worth reading or watching.
The Strongest Shall Survive
Whatever you choose, I also suggest keeping a log of your workouts (exercises, amount of weight, body weight) to track your progress.
With respect to index funds - are you on Bogleheads?