Simple: To figure out which way something is threaded, figure out why it's threaded that way.
The reason for thread directions on rotating objects with lateral load
In general, the thread direction is NOT chosen so that friction from the rotating shaft will tend to tighten things. If that were the case, pedals would be left-hand threaded on the right side and vice-versa.
Rather, it has to do with precession. If you hold a pencil loosely in your left hand while you move the end of the pencil around in a circle with your right hand, the pencil will tend to rotate in a direction opposite of the direction you're rotating the end.
When you pedal a bike forward, the right pedal is moving in a counter-clockwise (or anti-clockwise, on the other side of the pond) direction, relative to the pedal shaft. This produces the counter-intuitive (anti-intuitive on the other side of the pond) effect of driving the pedal shaft in a clockwise direction -- rightie-tightie.
For the same reason, English-threaded bottom bracket cups have a LEFT HAND thread on the right side, and vice-versa. (The sneaky French and Italians just use Loctite and right-hand threads on both sides.)