No index used warning in WHERE column IS NULL
You should create and index anyway.

Run the following query:

SELECT COUNT(1) rowcount,my_column FROM mTable GROUP BY my_column
UNION SELECT COUNT(1) rowcount,'Whole Table' FROM mTable;
SELECT DISTINCT my_column 'Cardinality' from mTable;


If the number of rowcount for NULL is more than 5% of Whole Table, an index might not be used be the Query Optimizer if your WHERE clause is AND my_column IS NULL or AND my_column IS NOT NULL (especially if the number of rows with NULL is about the same as the number of rows with non-NULL). If the cardinality of my_column is very low (indicating a small number of unique values) an index on my_column may never be be used at all.

That warning you mentioned may go away if you create the index on my_column, but the index may never be used if the circumstances I mentioned apply.

The index may be of value if NULL my_column is like 90% of the table.

My recommendation is not to make one at this time.