Back then, parts of Southeast Asia and the indo-pacific islands (today Indonesia, Papua New Guinea, etc) were known as the "Indies". What is today India was kinda lumped in with them in terms of what Columbus was looking for, spices mostly, which came from indo-pacific islands, but passed through what is now India. He was hoping to reach the Indies, which included the Spice Islands. Spices had roughly the same effect on the global economy then that oil does today.

Hence why even today some people call the Indo-pacific the East Indies, and the Caribbean the West Indies, even though there are 2 continents and the world's largest ocean between them. No one in Europe knew this for sure until Magellan's circumnavigation of the world. One of the many reasons that Magellan's journey was such a disaster was that they assumed the pacific ocean would be much smaller than the Atlantic.

My knowledge of Columbus is limited to what I studied when I was in the Caribbean (technically the Tropical West Atlantic), which mostly focused on the Taino Indians who Columbus wiped out, but for and excellent book about Magellan, check out "Over the Edge of the World", which despite its rather silly title, is based on excellent sources, most notably Antonio Pigafetta, Magellan's assistant, who kept a detailed first hand account of the entire voyage. This book, along with "Krakatoa" by Simon Winchester, and in part, "Evolution's Captain" by Peter Nichols (which follows the Beagle, obviously much later, but it touches on the history of where it travelled), are the sources for this answer

Europeans knew very little about easternmost Eurasia and the surrounding islands. But Columbus knew he wasn't in India. He thought he was in the Indies, the generic name for all those islands south and east of Eurasia (especially what we call Indonesia today). He thought Japan (which he assumed was further from mainland Eurasia than it actually) was not terribly far to the northwest of where he landed.