Each bookdown chapter is an .Rmd file, and each .Rmd file can contain one (and only one) chapter. A chapter must start with a first-level heading:
# A good chapter, and can contain one (and only one) first-level heading.
Use second-level and higher headings within chapters like:
## A short section or
### An even shorter section.
index.Rmd file is required, and is also your first book chapter. It will be the homepage when you render the book.