$50\%$ of the time you walk right one unit, and $n$ units to the left o.w. The probability in question is ever landing one unit to the right of where you start at (as your number of moves goes to infinity).
I've read somewhere that the answer is (not sure if I remember correctly): $P=\frac{1}{2}+\frac{1}{2}P^{n+1}$
but I cant figure out why. The first term is self-explanatory (half the time you reach your goal right-then-and-there), but I can't find an intuitive explanation for the second (recursive) term - the coefficient of the second term makes sense (half of the other time something else happens), but I can't explain the second factor and its power. Please explain what the interpretation is.