I can't seem to create an indexed data family using the kind * with -XTypeInType enabled. I have to work around it by using Type:

$ /opt/ghc/head/bin/ghci
GHCi, version 8.1.20160108: http://www.haskell.org/ghc/  :? for help
λ> :set -XTypeInType -XTypeFamilies 
λ> import Data.Kind
λ> data family IdxProxy k (a :: k)
λ> data instance IdxProxy * a

<interactive>:5:1: error:
    • Illegal family instance for ‘*’
        (* is not an indexed type family)
    • In the data instance declaration for ‘*’
λ> data instance IdxProxy Type a
λ> :kind! IdxProxy *
IdxProxy * :: * -> *
= IdxProxy *
λ> :kind! IdxProxy Type
IdxProxy Type :: Type -> *
= IdxProxy Type