As a final exercise to VIII.1 in Algebra: Chapter $0$, we are asked to prove
If $\mathcal{F}\colon\operatorname{R-Mod}\to\operatorname{S-Mod}$ is a right-adjoint functor, then $\mathcal{F}$ is left-exact.
I am having some trouble proving this. If my overall strategy is right, then one necessary step is to show \begin{equation} \mathcal{F}(0)=0, \end{equation} where $0$ is the zero module. However I do not know how to do this.
Can someone give a hint? Thanks!
As other have stated, there are lots of good properties for adjoint functors. I will just prove your $F(0)=0$ statement. Let $G$ be left adjoint par to $F$. Then for all $S$-modules $X$ and $R$-modules $Y$ we have bijection $Hom_R(GX,Y) \simeq Hom_S(X,FY)$. Put $Y=0$ and $X=F0$. So we get:
$$Hom_S(F0,F0) \simeq Hom_R(GF0,0) \simeq \{0\}.$$
Now, if $F0\neq 0$, then there would be at least two different S-module-homomorphisms $F0 \to F0$ (namely, identity and zero-homomorphism), which would be a contradiction.