I'm writing 'cause I would like to know if there's an automatic way (like something to put in the preamble) to make the subscript behave as double subscript: for example if I write
something_a
it should behave as
something_{_a}
I'm writing 'cause I would like to know if there's an automatic way (like something to put in the preamble) to make the subscript behave as double subscript: for example if I write
something_a
it should behave as
something_{_a}
You probably don't want to lose one-step subscripts, but to change their behaviour. If you want lower them, you can change TeX parameters as in the following example (the exact values are to be chosen):
\documentclass{article}
\begin{document}
\[
a_b
\]
\fontdimen16\textfont2=3pt
\fontdimen17\textfont2=3pt
\[
a_b \mbox{ 3pt}
\]
\fontdimen16\textfont2=5pt
\fontdimen17\textfont2=5pt
\[
a_b \mbox{ 5pt}
\]
\end{document}

If you also want to change the size of subscripts, you should be more precise: which TeX dialect (e.g., plain or LaTeX) are you interested in?
Actually your initial question is very interesting, but not solvable straight forward. This breaks down to how TeX processes subscripts. The instruction _ (e.g. a_b) is neither a control sequence nor a control symbol, which are described in the TeX Book. But, it is a special character, whose function is declared through its category code. Due to this, not only "redefinitions" like '\def_#1{_{_#1}}' will fail, but anything will fail as well.
What you need, can be solved otherwise: By customizing \fontdimens (see the above answer) and controlling the size of subscripts, for which I would suggest this post.
Or (but this is a dirty hack): You can change the catcode of _ to active and redefine as follows:
\documentclass{article}
\catcode`\_=13
\def_#1{\sb{\sb{#1}}}
\begin{document}
$a_b,a_{bc}$
\end{document}