It took me awhile to get the hang of this too.
Think of the nipple on the spoke like a nut on a bolt however, you turn the nipple in the opposite direction to tighten it. This is because you want the nipple to "climb" the threads of the spoke to pull it tighter.
Or...
Put the wheel in a truing in stand or turn your bike upside down. Turn the nipples to the left to tighten them and right to loosen them.
"Lefty loosey, Righty tighty". Works for most regular nuts and bolts, however like I said in this case it's the opposite.
Am I making any sense??
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