Data(:,1) = cumsum(diff([Data(1,2); Data(:,2)]) ~= 1);
will change the first column to what you want.
That's might be a bit "obfuscated" for you, but it is pretty straightforward to parse what is going on.
is appending another copy of the first element at the front of the vector. I do that so that the first element of your vector will look non-consecutive to the "prior" one, and therefore be assigned index 1.
is identifying the locations with non-consecutive jumps, putting a 1 there.
takes the cumulative sum along the vector, which means that each time a 1 is encountered, your index is incremented.