Must I always sleep on my left during pregnancy?

Doctors and midwives always recommend sleeping on your sides (left preferably). Lying on the right side was a little more comfortable. Sometimes I do lie on my back with my leg on a pillow. I think the most important thing is to be comfortable. It is also not good to be in the same position for long periods, but I don't think most of us will remain in the same position throughout the night.