Linux is CaSe SeNsAtIvE; index.html is not the same as Index.html. If you're developing the site on Windows, you may experience some problems because Windows doesn't care about case; index.html is Index.html is INDEX.HTML as far as it's concerned, but Linux will treat all three as separate files.
Once you rename it to index.html (all lowercase) it'll start working, but you may need to go rename other files as well - I usually recommend only using lowercase unless you've got a reason to do otherwise, as lowercase ensures the least amount of case confusion.