It's easy to use Stingfree products. All you need to remember is that the protective blue side should be facing your gums/teeth.
There are two main reasons why you should turn the protective side towards the gums. The most important reason is that the gums unlike the lips do not regenerate when damaged. The second reason is that the gums are not very good at absorbing flavors or nicotine which means that if you where to have the blue side facing the lip then you would have a reduced flavor and nicotine experience.