As many international travelers have noted, in some nations the rule of the road is that people must keep left, while in other countries, people keep right. The vast majority of countries around the world drive on the right side of the road, with a few holdouts including Japan, Great Britain, Australia, and India in which traffic drives on the left.
The reason for differing rules of the road is actually not clear, although there are a number of interesting theories. Determining which side of the road people should drive on is usually an early decision in the formulation of traffic law, because asking drivers to keep to a specific side of the road cuts down on collisions dramatically, and makes it much easier to plan out streets, traffic lights, and so forth. Despite this, some nations didn't formally pass laws regarding which side of the road to drive on until the mid-20th century, and in some countries, the rule of the road changed depending on where in the country one was. This problem persists in China, where mainlanders drive on the right, and people in Hong Kong keep to the left.
According to archaeologists, the Romans drove on the left. Researchers have suggested that this may have something to do with handling horses and carriages. Horses are typically handled on the left side, which means that it would make sense to drive on the left, and right-handed drivers and riders tend to have better control and visibility when they ride or drive on the left, because they can see oncoming traffic clearly.
The tradition of wearing swords may also be involved. Swords were classically worn on the left and drawn by the right hand, in which case riding or walking on the left made sense from a self defense perspective, as it allowed people to face opponents with their dominant hands, and kept swords from colliding in the middle of narrow paths. Curiously, both the Roman and sword wearing explanations favor driving on the left, not the right, which doesn't explain why most of the world keeps right.
Driving on the right may be the result of the introduction of postillion driving, in which a teamster sat on the back of the left-hand horse in a team to control the team, because there was no driver's seat. This technique was widely used in North America, and people may have started to naturally keep right because this was where the large carriages and wagons were, making riding on the opposite side rather dangerous. As postillion driving spread, more countries may have adopted the habit of keeping right for safety.
Other theorists have suggested that the rise in driving on the right may have been a reaction to colonialism, although many nations shook free of their colonial yokes long before standardized laws about driving were passed. Yet another colorful explanation involves the French Revolution. Allegedly, French peasants walked on the right, facing aristocrats who drove on the left so that they could see oncoming traffic, and after the Revolution, aristocrats started keeping right so that they would blend in. While probably apocryphal, the story is certainly fanciful.
No matter what side of the road one drives on, in most countries, cars are specifically engineered to drive on a specific side of the road. In countries with right side driving, the driver's seat is on the left, while left hand countries have drivers' seats on the right. In both cases, the seat positions the driver close to the middle of the road for better visibility. In most countries, people can import cars which are engineered to drive on the wrong side of the road and use them legally on the open road, but this is not always the case, so people exploring import options may want to check with local officials.