When you are using a spindle, and you notice that you are winding the spun yarn on the spindle in the wrong direction, you should stop immediately and fix it.
Yes, it's a hassle to unwind a few dozen yards of yarn and then rewind it again, but it's far less of a hassle than it is to deal with the irritations that occur by winding the yarn on the wrong way for the entire batch of yarn.
Hassle 1: the yarn frequently flipping off of the hook so that the spindle drops to the ground and a bunch of already-spun yarn tries to escape, letting its twist run up into the half-spun yarn to the detriment of both.
Hassle 2: the yarn sliding around on the spindle as it spins, causing the spindle to lurch around at unexpected moments and also causing the already wound-on yarn to unwind and try to ply back on itself instead of behaving like a nice, well-behaved single strand of yarn.
Hassle 3: spending so much time dealing with 1 and 2 that one does not do a good job of spinning, both because I'm managing already-spun yarn instead of drafting roving, and because the whole thing is so annoying that I want to get done as quickly as possible.
This batch of yarn will have one ply that is not as consistent as I'd like. It will have thick and thin spots, sections that are underspun or overspun, and so on.
I'm spinning up a blob of teal roving, dyed by me. It is from some old Romney roving, originally mostly white with streaks of gray. It's slightly compacted (from before it was dyed). That's part of why I'm doing it on the spindle. I can spend a bit more time dealing with imperfect roving. It's also a very good quantity of roving for a spindle, since my spindle holds less yarn than the spinning wheel bobbins.
I'm sure the yarn will end up OK in spite of it all. Plying and setting the twist balance out some of the flaws. Knitting the yarn hides most of the rest.
But I re-learned a lesson the hard way. I haven't made that mistake for a long, long time. And I'm now quite sure I won't make it again for an even longer time.
What is the right direction? For me, it's the direction I'm spinning. I twirl the spindle the same way for spinning and for winding on the yarn. If you do it differently, more power to you.
Whenever I get around to downloading photos from the camera, I'll put a few up on the blog. The photos include the last batch of spindle-spun yarn (red-orange), this batch (teal), the sock I'm knitting (Opal self-patterned sock yarn), and a few other odds and ends. By the time I actually deal with the photos, there might even be more.