The first suggestion online is that if you are female and have been wearing an orange or red color of polish for prolonged periods, if you take the polish off you might find that your nails are stained. But with a user name that says "lad," it doesn't sound like you've been wearing nail polish.
The second possibility would be the finger having been hit and sustaining some damage that causes the nail to grow looking different.
Next set of suggestions is along the lines of a zinc deficiency. Though the way a zinc shortage appears in the nails more often is ridging or flaking, they can also apparently come out orange. You could try increasing your zinc intake. (If you take a supplement, don't go wild and take too much; just one a day.)
But if what you have is "yellow fingernail syndrome," it could be related to something you'd like to talk to a doctor about. The list of suggestions for yellow fingernail syndrome includes:
Respiratory disorders
Diabetes or liver problems
Nicotine from cigarette smoking
Chronic bronchitis
Swelling of your hands (lymphedema)
In your position, unless I knew I slammed my hand in a car door or hit my finger with a hammer, I'd probably go see the doc.
This is a really strange answer, but I've heard of it - eating too many carrots can turn your skin or nails orange. I knew a kid who suddenly turned orange, and that was the diagnosis. That kid ate a LOT of carrots.