I spent so much time on it and I am really tired.
I will go straight to the point:
1) FTP - Go on the main directory of your website (www.yourwebsite.com)
2) You should look for the file .htaccess (is an hidden file, so you should set your FTP client or your web-cpanel to show hidden files).
3) Open the .htaccess file, copy all the content and paste and save it in another file on your pc (this is helpful just in case things go wrong). Name this file “justincasethingsgowrong.htaccess”
4) Now delete the .htaccess file from your website.
5) Go on your WordPress admin panel and set up the pretty permalink as you like (without the index.php) and save it.
6) After saving, you will get a message that says you need to upload your .htaccess
7) create an empty .htaccess file and upload it in the main directory of your website (www.yourwebsite.com).
Try to access your website.
EVERYTHING SHOULD BE WORKING.
If it doesn’t, copy the code below inside your .htaccess (on the web):
<IfModule mod_rewrite.c>
RewriteEngine On
RewriteBase /
RewriteCond %{REQUEST_FILENAME} !-f
RewriteCond %{REQUEST_FILENAME} !-d
RewriteRule . /index.php [L]
</IfModule>
Save it and everything will be fine.
Now you finally got rid of the index.php
If you still have troubles, just go back to the file “justincasethingsgowrong.htaccess” that you saved on your pc, and upload again that file on the main directory of your website and rename it with “.htaccess” (but in this case you won’t have solved the problem).
Good luck 

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