Not sure if it's the same for Wii, but for past systems if you start the machine and accidentally hold the pad in a certain direction, the cursor will lean that way by default. For instance, if you start the machine holding left on the joystick, Link will walk left when not touching anything on the controller. Not sure how else to explain it really. Try restarting and making sure that you aren't holding the joystick in any direction. If that doesn't work, try unplugging and replugging the nunchuck.