sp_BlitzIndex gives self-contradictory recommendations I've used the Brent's sp_BlitzIndex and received the interesting results. For the first run it advises me to create an index. I've done it and executed it again. This time it has told that the newly created index is too Aggressive.
With this logic DBAs will feel like racing horses going in circles.
Brent, if I am a crazy blind horse, show me the way, please.
Erik here -- sorry, I'm not Brent, though I do sometimes play him on Office Hours.

You're misunderstanding, and misreading the script output.

sp_BlitzIndex gets its missing index requests from the SQL Server DMVs. We don't just make them up, and we don't tell you to create every single one of them. You have to use some judgement when doing so.

It also doesn't tell you an index is 'too aggressive', though it will let you know if indexes are locked aggressively by queries. 

This can happen for a multitude of reasons that I can't begin to troubleshoot for you with the information you've provided, nor is this a good forum to do that -- it would require a thorough review of all of your indexes and potentially code for locking hints, etc. 

Hope this helps, and best of luck!