How to finish Activity when starting other activity in Android?

You need to intent your current context to another activity first with startActivity. After that you can finish your current activity from where you redirect.

 Intent intent = new Intent(this, FirstActivity.class);// New activity
 intent.setFlags(Intent.FLAG_ACTIVITY_CLEAR_TOP);
 startActivity(intent);
 finish(); // Call once you redirect to another activity

intent.setFlags(Intent.FLAG_ACTIVITY_CLEAR_TOP) - Clears the activity stack. If you don't want to clear the activity stack. PLease don't use that flag then.

Intent i = new Intent(this,NewLaunchingActivity.Class);
    i.setFlags(Intent.FLAG_ACTIVITY_CLEAR_TOP); // Call Only, if you wants to clears the activity stack else ignore it. 
    startActivity(i);
    finish();

Add Intent Flag Intent.FLAG_ACTIVITY_CLEAR_TOP if you want to clear the activity stack else ignore it. Read more about this here.