Choose header.pthml, then use this code to add “Home” to Magento.

<?php $_anyActive = false; foreach ($this->getStoreCategories() as $_category) { $_anyActive = $_anyActive || $this->isCategoryActive($_category); } ?>
<li class="<?php echo !$_anyActive ? 'active' : '' ?>"><a href="<?php echo $this->getUrl('')?>"><?php echo $this->__('Home') ?></a></li>