You untie and take off the left shoe first. The left only gets a Kibbud in regards to tying. For everything else we do the right first and undo the left first. Therefore, we untie and remove our left shoe first (I believe that your question is a Machlokes Haposkim, Nechomah).
Actually, it’s a bit of a Pele that the Shulchan Aruch brings this down. Because of how the Gemara says it, all of the Rishonim (Rif, Rambam, Rosh, and Tur, if I recall correctly) leave out this Halachah. (I think it’s found on Shabbos 60a or 65a; it’s definitely an Amud a in Shabbos around there somewhere). It’s unclear why the Mechaber brought it down when those Rishonim did it. (It’s entirely possible that I’m slightly misremembering and that the Tur brought it down after all the other Rishonim were Doche that Gemara from the Halchah. But it’s still strange that the Shulchan Aruch would bring down a Da’as Yachid in the Rishonim.)