As long as you're not in any pain or discomfort any sleeping position is ok, but they do say the left is more beneficial to the baby. Personally when I lay on my left side I wake up to my left leg numb or even just having more pressure on the left side does it, it's a little strange but had it with my first too.
It's fine to sleep on your right but you get much better blood flow and oxygen travel to your little peanut by laying to the left!