Watercolor paper does have a different texture on each side, but by how much depends on the brand and how it is manufactured. The term ‘wrong’ is the wrong term to use though, lol. Both sides can be painted on, but if the difference is pronounced you’ll get different results. Depending on what the artist is going for, there may be one side that is definitely better to use, but lots of artists happily use either side. I usually paint on both unless I intend to frame the piece.