You definitely had the wrong idea with regard to the rope running between your legs. Straight down in front of you is EXACTLY the best place for the rope, although really, as long as the rope is between you and the rock, you're golden.
Being aware of where you are in relation to the rope is a good thing to be working on. Lots of beginners don't take this into account, probably because they were never taught to, which can lead to sketchy scenarios. Basically, if the rope is running from your harness down and then behind your leg (a situation commonly arising from step-through moves or traversing moves, or during clipping), if you fall, you're likely to get flipped upside-down, resulting in head crackage. It really doesn't take much to be a bit more conscious of where the rope is at, and it really makes climbing a lot safer.
It's amazing how many people don't pay attention to where the rope's at, though, even experienced climbers. DFA has seen a couple falls in the gym that resulted in the climber getting flipped at least part way upside-down due to getting a leg between the rope and the rock.
Good on you for paying attention to that, and good luck staying right-side up!