You might happen to see old shorthand pictures of the opposite. A lot of times it was taught to take down notes on the left hand side, leaving the right hand side blank for corrections, updates, notes, addresses, etc. So really, if you prefer the opposite, you can do that.
This might depend on which hand you write with and how much table space you have to take notes. If you're using your lap, you may want one side of the steno pad to hold your hand steady and resting on the steno pad.