Look at the map here. If one is coming from the northern part of the bay at the top, one can either walk up straight into Sliema, or walk around the coastline, for example, on Tower Road. Because Sliema is built on a penisula, the city has "sides". When one is asking for directions, and the streets are so higgeldy-piggeldy, this sometimes is a necessary thing to do, the person may answer, "Well, you are on the right side," or "You are on the wrong side". I was on the wrong side this week and the right side this week.
Thankfully, I walk rather fast so that if I get lost, I am not late. Plus, being of Luxembourg stock, I am always early.....even if I find myself on the wrong side.