Is it ok to define index on some existing bin which has records or need to clean data from set first?
You can define an index on an existing bin which already has records. Index will initially be in WO (Write Only) mode until the index is ready.
Refer to details here: http://www.aerospike.com/docs/guide/query.html#creating-an-index
This may also be useful: http://www.aerospike.com/docs/tools/aql/index_management.html#index-state