CBC Kids News offers a good video that is simply titled The Word Indigenous. The video provides an animated explanation of what the word indigenous means when referring to people. The video also does a great job of explaining why the word indigenous is preferrable to other words. The video was created for a Canadian audience so there are some references that students in United States might not understand, but those differences do present another teaching opportunity for those of us in the United States.
You can find many more resources for teaching about Indigenous Peoples' Day and Columbus Day in this big list curated by Larry Ferlazzo.