^ this. To amplify a bit, before you loosen the flat head bolt that holds the shift lever to its body, go find the fixing bolt that binds the other end of the cable at the derailleur. That's likely a 5mm hex key. Shift into the smallest rear cog. Remove the crimped cable end and loosen that fixing bolt, allowing the cable end to move freely.

Then go to the flat head bolt that holds the shift lever. Loosen this, and carefully draw the lever from its shift body and allow it to dangle away. Shine a light within the shift body, and you'll see the hex head bolt that tightens the expander portion of the shifter body. As others have said, this will tighten counter-clockwise. Position the body correctly (especially with the lever mounting face in the true vertical), and then tighten to suit.

Feed the cable back in and re-mount the lever. Go to the rear derailleur. Set the lever in the downward (loosest cable) position. Feed the cable through the pinch point between the derailleur body and the fixing bolt washer, and then draw it tight with pliers. Tighten the bolt. Check the derailleur for shifting.