In Salesforce classic, there is a feature that displays the alphabet (A-Z) in listviews that allows you to quickly jump to a letter. This feature is not available in Lightning. It is a huge time saver and makes it much faster to get to a record when you have a huge listview to scroll through.
I am guessing that this was removed because it is too wide to display across the top of the screen in Lightning, so my suggestion is to put the alphabet down the right hand side of the listview, similar to how you would scroll through your contacts or your music on your iPhone. Screenshot of iPhone attached for visual reference.