Told by whom? Gravity works against you when you sleep on your back: your jaw falls in on itself, your tongue relaxes down into the back of your throat, stomach acid can flow up into your esophagus with relative ease. AFAIK the left side is generally the "recommended" position. It addresses all of those issues.

In some cases sleeping on the stomach might be preferred, as that helps the lungs take in more oxygen, which is why patients on respirators are often kept on their stomachs in hospital.

That being said: if you don't have sleep apnea or reflux, any position that's comfortable is probably fine. No one stays in one position the whole night anyway.