The first joints in all fingers on his left hand, except the thumb.
“Is it true my uncle Stannis cut off your fingers?”
“Only the last joint. I still have fingers, only shorter.”
Davos peeled his glove off. The boy studied his hand carefully. “He did not shorten your thumb?”
“No.” Davos coughed. “No, he left me that.”
—- Edric Storm and Davos Seaworth, A Storm of Swords
In the TV series, Liam Cunningham, the actor who plays Davos, is left-handed, so it was his right hand that was maimed. Additionally, it looked like two joints from each finger were chopped off.