Your first page must start with index. The extention can be one of the following php, pl, htm, html, plus sever others.
So when you log into your ftp program for the first time, you will find a directory with the same name as your domain, this is where the index page must be. So for a standard html page it would be ftp://ftp.example.com/example.com/index.html
This in turn would be http://example.com/index.html