You can do breakfast, lunch, or dinner. Breakfast or lunch is better until you know how your baby reacts- then there's more time for their system to sort itself out before bed.
You should start with a small amount, ~a tsp, at each serving and work your way up. Some people start with baby cereal mixed with formula/breastmilk, since it's with formula/breastmilk the taste should be familiar and easier for your baby to realize this is for eating. My kid never went for it, though. Only introduce one new food every 4 days so that way if your kid has any intolerances/allergies, you'll know exactly what the problem is.