Using primary key column as index values in Pandas dataframe - Best practice?
It depends on your application.  The one "best practice" I know of for Pandas indexes is to keep their values unique.  As for which column to use as your index, that depends on what you will later do with the DataFrame (e.g. what other data you might merge it with).
I'm relatively new to Pandas and I wanted to know best practices around incremental vs. primary key indexes.
In particular, I'm wondering:

what are the benefits of using a dataset's primary key as its DataFrame index, as opposed to just sticking with the default incremental integer index?
are any potential pitfalls for replacing the default incremental integer index with a dataset's primary key?