I had to figure it out for myself. It helped having a pretty thimble that I wanted to use. I ended up putting it on my ring finger for hand sewing, and once I got used to it, I can't sew without it. I've tried it on my middle finger but can't quite figure out how to hold the needle.
For hand quilting, I quickly learned to use it on my middle finger - it hurt to push the needle unless I had the thimble on.
Janet