Pesachim108a among other places states that there are several things during the Seder that must be eaten or drunk while leaning to the left side.
The Midrash states on the verse “And Hashem led the nation in a roundabout way” that Hashem sat the nation in a leaning position at a banquet like sons of kings. This alludes to the practice of why we must lean on the night of the Seder.
The Rambam (Chapter 7 of Hilchot Chametz U’Matzah halacha 6) writes: “In every generation, one must show himself as though he has now left the slavery of Egypt, as the verse states, ‘And he has taken us out of there’. This is what Hashem has commanded us in the Tora, ‘And you shall remember that you were a slave’, meaning as if you were a slave and have now been freed.
Therefore, when one eats on this night, one must eat and drink in a leaning position which is an expression of freedom and every person, both men and women*, must drink four cups on this night.”
The Rambam also writes (ibid. Halacha 8): “At what point must one lean? When one eats the Kezayit of matzah and when drinking the four cups.”
The way to lean
Leaning means tilting one’s body and head significantly to the left and eating and drinking in this manner.
We find that Hagaon Rabbeinu V'Chacham Ben Zion Abba-Shaul zt”l writes that one’s body should be tilted to the left to a forty-five-degree angle and this is indeed the practice of many of his students, nevertheless, the custom is not so. Additionally, Rabbeinu Ovadia Yosef zt”l did not act this way.
Leaning in Comfort
The primary form of leaning that was customary in earlier generations was done on pillows and cushions, which would make eating in this manner very comfortable.
Nowadays, when it is quite uncommon to lean during the rest of the year, it is customary on the Seder night to lean on the back of one’s chair or the chair next to the individual (especially if there is no room to do anything else) in a manner which is not so comfortable. The Acharonim however disagree whether or not one who has leaned in a manner which was uncomfortable for him has fulfilled his obligation of the mitzvah of leaning.
The widespread custom is that, it is preferable to prepare chairs that have arm-rests so that one can lean comfortably against them. In any event, one should try to lean as comfortably as possible while eating and truly feel like royalty.
Conclusion: Each individual should lean to one’s left side during every part of the Seder when matzah is eaten, including Motzi-Matzah, Korech, and Afikoman, as well as when one drinks the four cups of wine.