Select first Null record in query LEFT JOIN

If I understood correctly, what you are looking for is to obtain the first record of the indice table that the user has not yet completed.

For this you simply must:

• Indicate that you want those where the completado.id_usuario is NULL
• Limit the number of records to one ( 1 )
• Optional : Sort the records according to the desired criteria ( eg: el primero ordenados por indice.id ascendentemente ).

Example:

SELECT * 
FROM indice_cursos AS a
LEFT JOIN completado AS b
  ON a.Id = b.id_completado 
  AND b.id_usuario = $id_usuario 
WHERE a.id_curso = $id_curso 
  AND b.id_usuario IS NULL
ORDER BY a.id ASC
LIMIT 1

Simply add the condition to find the NULLs. And if you only want the first record you find, put a LIMIT.

By tradition and readability, the words of the SQL language are usually capitalized

SELECT * FROM indice_cursos a 
LEFT JOIN completado b ON a.Id=b.id_completado 
WHERE  ( b.id_usuario=$id_usuario  
    AND a.id_curso=$id_curso )
    AND b.id_completado IS NULL
LIMIT 1

On the other hand, the normal thing is that there is only one condition in the JOIN, since the relationship between tables is usually only one field, the other condition should be in the WHERE, and in your question it is not clear which is the relationship between tables.