The music of the album was a new style for Nico, distancing herself from rock and pop. The album also unveiled Nico's songwriting, as Chelsea Girl featured none of her compositions. Her lyrics deal with introspective and somber themes. The tracks were originally recordings of Nico singing over her droningharmonium; Cale later added musical arrangements on top, reminiscent of European classical, avant-garde and folk music. The resulting soundscape has been described as "stark", "discolating", "extreme" and "frightening".
Though a commercial failure upon release, the record has since received acclaim from music critics and has influenced decades of music to come. Music journalist Lester Bangs considered The Marble Index "the greatest piece of 'avant-garde classical' 'serious' music of the last half of the 20th century so far," although he also famously wrote it "scared the shit out of [him]."
The Marble Index was produced in a period of Nico's life that biographers tend to barely probe.Jim Morrison, who Nico later referred to as "[her] soul brother," encouraged her to write her own songs; Simon Reynolds described this as "a key breakthrough for [her]." A hippie in San Francisco sold Nico a harmonium, an instrument with which "she discovered not only her own artistic voice, but a whole new realm of sound." The droning pump organ became her trademark.
Regarding the album's recording process, John Cale remarked, "I was pretty much left alone for two days, and I let [Nico] in at the end. I played her [the album] song by song, and she'd burst into tears. 'Oh! It's so beautiful!', 'Oh, it’s so beautiful!' You know, this is the same stuff that people tell me, 'Oh! It’s so suicidal!'"