How To Use If Then Statement In A Sql Stored Procedure?

How do you use an if then statement in a sql stored procedure? I have a table with 3 columns in it. When the table
is updated, I will only need one particular column in the database updated at a time. I will signal which column to update with
an integer value(WhichColumn). So I want to key off that value to determine which column is to be updated.

Here is my pseudo code

if(WhichColumn EQUALS 1)
{
  Update InsertEntry SET FirstColumn=Value
}
else if(WhichColumn EQUALS 2)
{
  Update InsertEntry SET SecondColumn=Value
}
else if(WhichColumn EQUALS 3)
{
  Update InsertEntry SET ThirdColumn=Value
}


Here is a rough start to my stored procedure to incorporate the logic above
GO
CREATE PROCEDURE [dbo].[InsertEntry]
(
  WhichColumn int
  Value       nvarchar(500),
 
)