It has to do with the right-handed coordinate system, positive x and y point right and up respectively and negative z points forward. In a left-handed coordinate system positive z points forward. I believe OpenGL uses a right-handed and DirectX a left-handed coordinate system.
Mussi is right, and it is semantically easier to understand that the Near Plane (z=0) is the plane of your screen and the Far Plane is "deeper" in the screen.
Because in OpenGL and many other 3D API's the z direction is positive pointing out of the screen, we adopt a -z direction as the look-at direction.
Programming is an art. Game programming is a masterpiece!
Ok, as far as I understand when camera is pointing -Z direction its actually shows whats behind it, right? `Looking directions' is also reversed. Does that mean the OpenGL depth test parameters should be like: