I've got a question. Just how can do an alphabetical index with links without wordpress plugin ? Example : A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

If your character consists of posts, it will likely be a hyperlink. Else it'll text.

Anybody might help me ?

Update : Or something like that such as this http://dribbble.com/tags

You can write a couple of lines of code to question the database and perform a like explore the publish game titles. The below isn't formatted for any Wordpress query, however it should provide you with a wise decision:

SELECT count(*)
FROM   wp_posts
WHERE  post_title LIKE 'a%';

When the count is more than , you realize you will find posts and you will give a hyperlink towards the letter.