The regulator
in my air compressor uses a LH thread - I'm not sure if all
compressors are like that or not. When it eventually gives up completely
(the threads on the associated brass nut are pretty chewed up) I'll convert
it all to RH parts I think (or plumb in a different regulator, but I can't
get off-the-shelf parts that "just fit").
The thread direction and size are meaningful with air fittings. Look
it up before monkeying around with it.
I don't think it's an issue for the regulator though... which way you have to
turn it by hand matters not. (I agree about not messing with threads on other
fittings though - but I don't think I have any there that aren't RH)
cheers
Jules