Add entry to docs/source/whatsnew

Author: maushumee

doc/source/whatsnew/v3.0.0.rst

@@ -553,6 +553,7 @@ Datetimelike
 - Bug in :meth:`DatetimeIndex.union` and :meth:`DatetimeIndex.intersection` when ``unit`` was non-nanosecond (:issue:`59036`)
 - Bug in :meth:`Series.dt.microsecond` producing incorrect results for pyarrow backed :class:`Series`. (:issue:`59154`)
 - Bug in :meth:`to_datetime` not respecting dayfirst if an uncommon date string was passed. (:issue:`58859`)
+- Bug in :meth:`to_datetime` reports incorrect index in case of any failure scenario. (:issue:`58298`)
 - Bug in setting scalar values with mismatched resolution into arrays with non-nanosecond ``datetime64``, ``timedelta64`` or :class:`DatetimeTZDtype` incorrectly truncating those scalars (:issue:`56410`)
 
 Timedelta