You always light the newest candle first, starting from the left, using the helper candle (shamash). On the first night, that “newest” candle is the single candle in the far-right holder.
Basic rule
On each night of Hanukkah, you place the candles in the menorah from right to left as you face it, but you light them from left to right. The candle that was added for that night (the leftmost one) is lit first, then you move rightward to the older candles.
Role of the shamash
Before lighting the Hanukkah candles, you first light the shamash, which is usually raised or set apart from the row of eight. You then use the shamash to light the Hanukkah candles in order, starting with the newest (leftmost) one.
First night example
On the first night, you place one candle in the far-right holder plus the shamash in its special spot. You light the shamash first, then use it to light that single rightmost candle, which is the only “newest” candle that night.