There's an evolutionary reason we and other animals prefer to sleep facing the opening(s) of our rooms (for humans that actually means the top of the head is not same side as door).

That said, somehow bets are off as to which side we face once laying down; I prefer to face the wall I think because enclosed spaces make me feel safer, like a cat. Or maybe it reduces stimuli, or something.

Though lately I think my body likes sleeping on my right side since that side has more muscle, even though I'd rather sleep on my left for acid reflux reasons. Both are better reasons than the wall.