From your description, that sounds like the typical setup for a portable ESD workstation.
Generally, the sequence is:
- Connect the grounding lead to the ESD mat.
- Connect the grounding lead to the earth (ground) adapter and plug that into a properly grounded outlet.
- Connect your wrist strap lead into one of the grounding lead's wrist strap sockets.
It normally doesn't matter which of the wrist strap sockets you use, as they're usually connected to the same common point ground. The idea is that both you and the ESD mat share the same reference to earth, so there's no potential difference between you and the component you're handling.
One thing I'd recommend is checking that the ground plug adapter is earth-only (it should only use the ground pin and not connect to live or neutral). Most purpose-built ESD grounding adapters are designed this way.
If you're ever unsure, it's also worth checking the manufacturer's instructions, as some portable kits have slightly different connection arrangements. ESD equipment manufacturers, including Bondline, generally show the same principle: mat and wrist strap connected to a common grounding point, with the wrist strap lead plugging into the common point ground rather than directly into the mat.
If you can upload the photo you mentioned, it would be much easier to confirm that you've got everything connected correctly.