Abu Hurayrah radiallahu anhu says that Sayyidina Rasulullah sallallahu alaihe wasallam said:
"Whenever one amongst you puts on his shoes, he should begin with the right, and when he removes his shoes the left one should be removed first. The right should be first when putting on and last when removing the shoes.
English reference: Book 10, Hadith 79
Arabic reference: Book 11, Hadith 84