I'm trying to prove the title statement. As usual in these cases, I'm using Zorn's lemma. This is my advance:
Consider a nonzero right ideal $I$ of $A$.
Let $G = \{ C \in P(A) : \text{C is a right ideal of A} \land \{0\} \neq C \subset I\}$. Suppose $B$ is a chain of G. Then, if $ B = \phi$, $I$ is trivially a lower bound; by the other side, if $B \neq \phi$, Consider $\bigcap B$. It is a right ideal, but I can't see that it is not the zero ideal. With that detail at hand, I can apply Zorn's lemma, and it will cast the desired minimal right ideal.
Edit: $\mathbb{F}$ is a field so that A is an algebra over a field $\mathbb{F}$. On the other hand, This is a detail that my professor let me for solving, which appear in his proof of the following result:
$\textbf{Proposition:}$Let $A$ be a finite-dimensional simple and associative algebra over a field $\mathbb{F}$, then every nonzero right ideal contains a nonzero idempotent element.