Aluminium foil is made shiny on one side and dull on the other by heavy rollers used to roll out the foil in the manufacturing process. The side that comes in contact with the rollers becomes shiny and the side that does not is dull.
As for the difference it makes when we use foil in cooking, testing has discovered that there is a very minimal difference. Although one would expect the shiny side to reflect heat more than the dull side, there really is very little difference. When freezing, baking or storing food, the effect on the food is the same, no matter whether you use the foil with the shiny side facing in or out.
One thing to watch out for however, is the use of foil in the storage of acidic foods. A chemical reaction takes place when foil comes into contact with foods with an acidic element in them. This reaction leaves holes in the foil and black specks on the food. It is mostly harmless, but should be avoided if possible.
So no more concerning about the correct side!