The first spoke goes from the outside of the hub flange to the first spoke hole in the rim forward of the valve hole. To carry on with eight more subsequent spokes, miss three holes in the rim and one hole in the hub. If spokes are exactly the right length, nipples are initially threaded down to the exact point where the spoke thread is no longer visible. Consistency here will save time at the tensioning and truing stages. Nothing should ever be applied to the thread. I worked at a bike shop where the head mechanic insisted on applying chain lube to the spoke threads when he built a wheel. Every wheel I ever saw him build was returned with loose spokes! Dry threads are best. A thread locking solution can be added after building (it seeps into the thread by capillary action) for wheels that will be highly stressed, such as touring, BMX and downhill MTB wheels.