This can happen when you have more than one display. On the occasions I've plugged my MBP into an external display, and have set the external to be the primary display, extending onto the MBP on the left, the dashboard widgets fly in from the left onto the primary display (as if coming from the MBP). Have you ever had more than one display running on this machine? If you've recently unplugged a second display the dashboard may retain the setting until you restart the computer (or restart the dashboard itself, which is more complicated).