For the first few weeks always start off practising with your finger exercises.
Remember, this is your fretting hand, for right handed players (the most common) this will be you left hand. Piano players start the numbering (1) from the thumb - this can be confusing at first if you've previously played the piano.
Almost all diagrams will be shown like this.
What To Do
To play your finger exercises, place your 1st finger on the 1st fret on the 1st string, then pick that note. Then place your 2nd finger on the 2nd fret on the same string and pick once again. Do the same with your 3rd & 4th fingers. Once you have played the four notes on the 1st string, do the same with the 2nd, 3rd, 4th, 5th & 6th strings.
Finger exercises are very important because the natural progression of playing should be to learn how to place your fingers correctly on the fretboard. Then turn those finger placements into scales, then the scales into solos or songs.