Relay flyback protection
Flyback diode is there to avoid voltage spikes when an inductive load is turned off.
In your case, only the one on the left side is necessary as you want to protect the arduino against the coil spikes of the relay.
The one on the right side should not be there as it's AC, you will have a short.
You may want to check the Arduino pin can provide enough current to drive your relay, usually, it is better to use a BJT or MOSFET.