Right handed means that when you curl the fingers on your right hand from +X towards +Y, your thumb points towards +Z.

Someone else was explaining how to tell left from right handed. Buy why is it important? If you do math and physics, you almost certainly would use a right hand system. That means all formulas are derived with that in mind. If you try to use them in the left handed system, you are going to have a horrible time trying to figure out which of all terms need to have their sign flipped.