Try 1:

\starttext
\section{Hello}\index{Hello}
\page
\index{world}world
\page
\completeindex
\stoptext

Result 1:
hello 2 <- must be 1!
world 2

Try 2:
\starttext
\section{Hello}\index{Hello}
some text <- putting some text here
\page
\index{world}world
\page
\completeindex
\stoptext

Result 2:
hello 1 <- ok
world 2
It is ok but I didn't want to put text "some text" there.

Try 3:
Workaround: I put a tilde "~" instead of "some text":

\starttext
\section{Hello}\index{Hello}
~ <- putting the tilde here
\page
\index{world}world
\page
\completeindex
\stoptext

Result 3:
hello 1 <- ok, with the tilde as a workaround
world 2

I don't like such tricks - is there a ConTeXt-way?