Do I have to bay park in a certain direction?
Yes, for the purpose of your test you should reverse in from the left (At some test centres they reverse in from the right - your instructor should be able to tell you what to expect at your test centre).
Why reverse? It's much easier to line a car up in a bay when reversing.
In everyday life you will see many cars driven forward into a bay. Though it's completely legal to do this, it's more difficult to reverse out because vision is restricted - this can cause problems in a crowded car park.
