There are not exactly second and third screen. When you press the right arrow less scrolls to the right and what you see probably is an ugly transformed part of the output of the dir command. When you press the right arrow once again, there is nothing more to show on the right so you see blank screen.
The following is a part of man less
ESC-) or RIGHTARROW - Scroll horizontally right N characters,
default half the screen width (see the -# option). If a number N is
specified, it becomes the default for future RIGHTARROW and LEFTARROW
commands. While the text is scrolled, it acts as though the -S option
(chop lines) were in effect.
ESC-( or LEFTARROW - Scroll horizontally left N characters, default
half the screen width (see the -# option). If a number N is specified,
it becomes the default for future RIGHTARROW and LEFTARROW commands.
ESC-} or ^RIGHTARROW - Scroll horizontally right to show the end of
the longest displayed line.
ESC-{ or ^LEFTARROW - Scroll horizontally left back to the first
column.
-# or --shift option - Specifies the default number of positions to
scroll horizontally in the RIGHTARROW and LEFTARROW commands. If the
number specified is zero, it sets the default number of positions to
one half of the screen width. Alternately, the number may be specified
as a fraction of the width of the screen, starting with a decimal
point: .5 is half of the screen width, .3 is three tenths of the
screen width, and so on. If the number is specified as a fraction, the
actual number of scroll positions is recalculated if the terminal
window is resized, so that the actual scroll remains at the specified
fraction of the screen width.
The semicolon : at the bottom is the less command prompt, you can press h for help. As @steeldriver mentioned at the comments when you press s, the prompt log file: asks you for a name of a file where the input of the less command will be stored for later use - in the current case it is the output of dir.
