The note on the third fret of the first string is a G note. Use the third finger of your left hand to fret this note. This G note is written above the top line of the staff.
In each of the previous exercises only one note was used. The following exercises combine the notes E, F and G. This will require a little more co-ordination as both the left and right hand fingers will be changing.
Before trying the next exercise review the position of your left hand. Make sure your left hand fingers are evenly spread across the first four frets. The fingers should hover just above each fret.