It sounds counterintuitive but here’s how it works. Normally, your ceiling fan should rotate counter-clockwise. This pushes air down and creates a wind chill factor so that the room feels cooler even if the temperature doesn't change.
In the winter, ceiling fan makers recommend changing the direction of the fan so that it rotates clockwise. Hot air tends to rise, so the inverted ceiling fan will help by making the warm air come back down and take the chill off the air.
Another pro-tip: They also recommend that if you have a ceiling fan that's over a dining room table, you always set it to reverse mode, and set it at a higher speed. This still gives you the wind chill feeling, but doesn't push a breeze through the food, so it doesn't make it colder.