I got my "Where the hell you going?" dress down late one crummy night while departing GSO. I requested a NE departure on rwy 5 so I could go direct to South Boston, roughly a ten degree right turn-out, and on climb-out the tower told me to turn LEFT to a heading of 060 then proceed direct. I said "LEFT to 060?" and he replied "Affirmative", so I commenced the 360 as instructed. About half way through I got his "WTF?", I told him I had asked and he had confirmed the unusual instruction and he then asked me why anybody would ever tell me to turn left to intercept a course that was to my right. I replied that I didn't know, assumed the blame, apologized for his mistake, took his subsequent hand-off and moved on. A few minutes later I heard the next guy behind me check in with departure climbing out on the reciprocal heading, meaning that they changed the active as I was taking off and I obviously got lost in the turnaround. Those things happen, and back then Dave wasn't around for us to review the audio.