Multidimensional Index Modulations (IM) are a novel alternative to conventional modulations which can bring considerable benefits for future wireless networks. Within this scope, in this paper we present a new scheme, named as Precoding-aided Transmitter side Generalized Space-Frequency Index Modulation (PT-GSFIM), where part of the information bits select the active antennas and subcarriers which then carry amplitude and phase modulated symbols. The proposed scheme is designed for multiuser multiple-input multiple-output (MU-MIMO) scenarios and incorporates a precoder which removes multiuser interference (MUI) at the receivers. Furthermore, the proposed PT-GSFIM also integrates signal space diversity (SSD) techniques for tackling the typical poor performance of uncoded orthogonal frequency division multiplexing (OFDM) based schemes. By combining complex rotation matrices (CRM) and subcarrier-level interleaving, PT-GSFIM can exploit the inherent diversity in frequency selective channels and improve the performance without additional power or bandwidth. To support reliable detection of the multidimensional PT-GSFIM we also propose three different detection algorithms which can provide different tradeoffs between performance and complexity. Simulation results shows that proposed PT-GSFIM scheme, can provide significant gains over conventional MU-MIMO and GSM schemes.