Windward is the side the wind comes from, leeward the sheltered side away from it. Your weight belongs to windward — where the wind comes from, not where the boat leans.
Two words that get used constantly on board and almost never explained, because to experienced sailors they are as obvious as left and right. Windward is the side the wind hits, leeward the sheltered side. Three things follow. First, you sit to windward, because your body weight is the counter-lever to the heel. Second, the boat leans to leeward — sit there and you add to exactly what you are trying to stop. Third, windward and leeward decide right of way between two boats overlapped on the same tack: windward keeps clear of leeward. The part beginners miss: windward and leeward are not fixed sides of the boat. They swap with every tack and gybe, unlike port and starboard, which stay left and right whatever the boat does.