The testing for blood glucose using a glucometer is ideally done in the middle finger or the ring finger (the second or the third finger). This is because of convenience and convention.
You can technically use ANY of the fingers and even use your ear lobes for checking the glucose!
What is important to note is that the pricking needs to be done on the sides of the finger and not on the pad or tip of the finger.
Checking on the sides makes it less painful since they have fewer nerve endings.