It's odd that your leadscrew has a righthand thread, Johan. My lathe which is its baby brother (or cousin) has an LH thread. I can understand that it might seem strange at first to turn a leadscrew handwheel anti-clockwise to send the tool away from your hand, when the feedscrews on your cross slide and top slide do the opposite, but David D seems to have got used to it pretty quickly.
One good thing is that if you are starting work on a piece of stock and turn the handle the wrong way, that will remind you which way you should be turning it, without doing any harm because you will be pulling the tool away from the stock.
I soon got used to my dial (which is geared 12:10 to the leadscrew so I could put 100 rather than 83.333, graduations representing 0.001" each on it) turning in the opposite direction to the handwheel.
Andy