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IIRC, in all prophecies and Rabbinic stories about Heavens, all Heavenly entities are local (let alone embodied), they have a certain location, they are not "all-around" or everywhere, and therefore act directionally relative to the location of others (like angels standing on God's right or left, flying around, going up and down). That would be appropriate for our material world, but inappropriate for the immaterial one.
How should it be understood?
All these directional terms are meshalim. Above refers to closeness to G-d, and below is more distant. G-d is metaphorically at the top, as all his creations are below him. G-d created a hierarchy of creations, so that the hashpa'ah or emanations that are created by G-d go from one realm to the next until they reach our world. Because we are used to things flowing downward, the realms that are "first in line" are referred to as being higher than the realms that are "downstream".
[These realms (אצילות, בריאה, יצירה, עשייה)are described at length in Nefesh Hachaim and other sefarim. The Ramchal in his Ma'amar al haHagados (found in introductions to Ein Yaakov) says that anyone who does not understand this concept cannot understand anything Chazal say, as it is the basic paradigm of their discussions.]
Right and left refer to Chessed and Din respectively. Because most people are right-handed, Chessed is called the right because it is the main purpose of creation (see Mesillas Yesharim.) The Chessed would be greater if it was earned, so Hashem created the world with a system of judgement, Din. This purpose is secondary, so it is referred to as the left.
Emotionally, presumably.
I.e. wherein traversing a particular distance is synonymous with making a specific emotional journey.
For example, I heard from Rb Mordechai Miller than when it says that the distance between each shamayim is 500 years travel, this means it would take 500 years of avodas Hashem to go from the madregah of one shamayim to the next.
Hilchot Yesodei Torah 1:11-12
Since it has been clarified that He does not have a body or corporeal form, it is also clear that none of the functions of the body are appropriate to Him: neither connection nor separation, neither place nor measure, neither ascent nor descent, neither right nor left, neither front nor back, neither standing nor sitting.
He is not found within time, so that He would possess a beginning, an end, or age. He does not change, for there is nothing that can cause Him to change.
[The concept of] death is not applicable to Him, nor is [that of] life within the context of physical life. [The concept of] foolishness is not applicable to Him, nor is [that of] wisdom in terms of human wisdom.
Neither sleep nor waking, neither anger nor laughter, neither joy nor sadness, neither silence nor speech in the human understanding of speech [are appropriate terms with which to describe Him]. Our Sages declared: "Above, there is no sitting or standing, separation or connection."
Since this is so, all such [descriptions] and the like which are related in the Torah and the words of the Prophets - all these are metaphors and imagery. [For example,] "He who sits in the heavens shall laugh" [Psalms 2:4], "They angered Me with their emptiness" [Deuteronomy 32:21], and "As God rejoiced" [ibid. 28:63]. With regard to all such statements, our Sages said: "The Torah speaks in the language of man."
This is [borne out by the rhetorical question (Jeremiah 7:19):] "Are they enraging Me?" Behold, [Malachi 3:6] states: "I, God, have not changed." Now were He to at times be enraged and at times be happy, He would change. Rather, all these matters are found only with regard to the dark and low bodies, those who dwell in houses of clay, whose foundation is dust. In contrast, He, blessed be He, is elevated and exalted above all this.
