I'm unsure of what you mean to be confused about, but maybe I can attempt to clear it up anyway.
There are both kinds of waves.
Sound waves, propagating from mouths and into ears, and waves in a spring along the direction of the spring, are longitudinal: http://en.wikipedia.org/wiki/Longitudinal_wave
Electromagnetic waves (in an appropriate physical model) and waves on the ocean are transverse: http://en.wikipedia.org/wiki/Transverse_wave