The needle is threaded so the hook can grab the thread on the "loose" end. If threaded backwards, the hook will either not be able to grab the thread, or the thread will break or jam up in the bobbin case.
However most people don't know how to look and see which side of the needle the hook is aligning with.
And most often, needles are put in so the scarf of the needle is towards the hook also, so if the needle is put in properly, that is one way to tell which way the thread should go (unless you have a machine that takes a needle without a scarf).