This junction does catch a lot of people out. Not just this junction, but lots of junctions like it.
There are a few golden rules when dealing with junctions like this one.
1. In the UK we drive on the LEFT so use the most left lane where ever possible, Unless you can make significant progress this is always the best advice.
2. Whichever lane you start in Make sure you stay in it all the way around the corner. DO NOT change lanes whilst you are turning the corner.
3. If you do decide to use the right-hand lane please make sure you get on with it. This example is turning onto a national speed dual carriageway the people in the right-hand lane are generally going to want to build speed quickly. Make sure you do too!
Make sure you ask your driving instructor to cover this area on your driving lessons. Watch it a few times to understand what is going on.