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.