THe Halachah allows a Succah to have only 2 walls and something (or 3 walls), so a big opening is, therefore possible.
Assuming I erect a Succah in my backyard and any direction is possible, what side should this opening be facing?
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Halachically speaking, there is no mention of any requirement which side the opening should be be facing.
However, practically speaking, you would want the opening to be facing the side which gives you the most privacy.
Alternatively, you would want the walls to shelter you from wind, in the best possible manner. Therefore the opening should face the direction where the least wind would come in.