3D systems tend to make certain assumptions about the orientation of objects, and life is generally easier for the modeler if these assumptions are respected. In Blender, for example, it is assumed that +z is up, -y is forward, and +x comes out the left-hand side of the model. This can be easily verified by looking the the standard views via the View menu, e.g. View->Front.
three.js, on the other hand, assumes that +y is up and +z is forward (+x is the same). This can be verified by experimenting with the default behavior of an Object3D's lookat method. (three.js' cameras are a special case: while +z is forward, the lens of the camera points toward -z!)
This difference between Blender and three.js is a bit of a nuisance, but the three.js Blender exporter deals with this issue automatically by adjusting the transform of your object to be appropriately rotated.