What are the issues regarding creating a index on a nullable column?

For example there are 3 nullable columns. I want to add one index on
each of the 3 nullable columns:

Table1 : 100,000 rows

id bigint not null primary key
empid1 bigint nullable null 9/10 of the time
empid2 bigint nullable null 1/3 of the time
empid3 bigint nullable null 1/3 of the time

thanks