The best place to start is to always follow the automatic recommended lesson.
This will be found on the Online Lessons tab.
On that page you should see a Recommended lessons box that looks like this:
You can simply click on the recommended lesson green Learn button and begin.
The Recommended lessons will always be displayed on the Online Lessons page, and at the end of every quiz. It will automatically adapt to where you are in your language learning, so it will always show you the best lesson to be studying at your current level.
An alternative, and also good, is to go to the list of Themed courses, and pick a theme which interests you and to follow the recommended lesson for that theme. For example, if you wanted to learn Clothes you would go to the Clothes course and you will see it recommends for you to do the Clothes 1 lesson.
One thing to realise, is that as long as the Mastery (High) Scores displayed at the top of the page are going up, then you are improving. In fact, it doesn't really matter which order you choose to study, as long as you are progressing. If these scores are going up, then you are progressing. The recommended lessons will take you on the normal route through the material, but if you choose to plot your own course, that's OK too.