This issue seems to be very common but there is no documentation about it. Sometimes the help provided by fellow developers is vague and far from being specific. Where is that index page? How can we resolve something like this when neither the Apache Log nor the Magento Log are recording any entries related to the multiple redirection problem?
Regarding the Installation Guide, it is so basic that 90% of things are assumed. A real installation guide should be detailed and specific covering AT LEAST the most common issues. That installation guide should be renamed as “Installing Magento in Wonderland”.
Considering that you are trying to install Magento on your local server, in other words, no Godaddy, 1and1, etc:
When you are at the “Configuration” step, for the database host, replace “localhost” by 127.0.0.1, and for the default store, both http and https, DO NOT enter anything after the forward slash (/) on the default base path field.
The “Skip URL Validation” option should be unchecked.
Click on “Continue” and you should see the screen saying: “YOU’RE ALL SET”.
The backend interface is available at https://www-dot-yourdomain-dot-com/admin