Issue
You selected a field to be mapped within Heroku Connect, and Heroku Connect created a unique index for the associated column in Postgres.
Resolution
Unique External ID fields within Salesforce are expected to contain a unique identifier for each record that can be used by an external system, in place of a Salesforce ID when necessary. Heroku Connect will create a unique index in Postgres to ensure that the data will continue to be able to serve this purpose effectively.