Advice about how to handle pagination

hi, i have some websites with php and mysql (no cms, just scripts by me)

and im testing how to handle pagination

in this case i have an index of letters (A to Z) with:
domain.com/categorgy << lets call this url "main"
domain.com/categorgy/page2 until the necesary number etc

i must index the pagination? i already have canonical defined to the main category
or just leave with "no index" tag on the header and forget this, i see many webmasters using no index, but also great portals indexing the pagination



thanks for read !