After a couple of times building the conveyor I have gotten used to it, but I dont think it ever said that while building the conveyor you have to click first to build where it starts and then go to where you want it to end. I got stuck on it once but I dont think it clearly marks which way the conveyor is going when you are building it still. ( I built the conveyor backwards before and could not switch the direction without clearing it and rebuilding it.)
#conveyor direction change
late idol
woeful pine
There is a subtle visual aid when placing a conveyor belt : the blue squares will do an ant-walk by blinking towards/away the starting point (default direction is away from start as you observed). This is the direction that the belt will move in. Press the "V" key to change the direction before building, and you'll see the ant-walk reverse.
azure nacelle
it would be nice to be able to reverse an already built conveyer system