We identify positive call skew as a situation where call IV% is greater OTM, and positive put skew where put IV% is greater OTM. 

This is expressed in a variety of ways across the industry, such as Sheldon Natenberg looking at the entire volatility smile (the entire range of IV% differences across strikes on a single date) as either positive or negative, with positive being higher implied volatility on the call side (2015, p. 496). However, as a convention, we like to be more specific and refer to either put or call skew (differences in IV% on the same date) as positive in isolation. The main reason for that is because we do not always have a clean volatility smile, and one side can have much stronger skew than the other. 

Regarding strategy, if call or put skew is positive, then debit verticals (two options of the same date with a long option having stronger deltas than the short option) will have a skew edge since they are writing (selling to open) at a higher IV% than they are buying. It follows that if both put and call skew are strongly positive then there will be a strongly-curved volatility smile.