If you're on an icy road (or other low traction surface like oiled stone or gravel) and your car starts pointing/moving/spinning to the left, you want to turn left to keep the front wheels moving and regain control and dump as much speed as possible without locking the wheels. Don't touch the brakes until you have traction!

That's counter-intuitive for many people as typically you want to actually go right.

If you have a manual transmission and you know what you're doing, in some situations you can downshift and use the engine to slow you down more. But in my experience, it's a "nice to have" vs a must for passenger vehicles. (different story for big trucks)