Let $G$ be a finitely generated group. $n>0$ is a fixed integer. $\{K_\alpha\}$ is the set of all normal subgroups of $G$ with index $n$, that is $[G:K_\alpha]=n$. Consider $\bigcap_\alpha K_\alpha$. It is a normal group. But why is $[G: \bigcap_\alpha K_\alpha]$ finite?
The integer ring $\mathbb Z$ is an example. Its normal subgroup with index $n$ is $n\mathbb Z$.