Hi, welcome to KH and to knitting.
You aren't doing anything wrong, that is just the way it works. When you change the colors it will have the bumpy line you are getting show up on one side or another. It is common on scarves and one side is just the "back". Someone suggested recently that you could make both sides look the same and look like you wanted it that way by putting some of the color change bumps on both sides.
There are some harder things you can do to get around that issue but you probably don't want to do them yet. One is to make the scarf in the round so that it is a tube and all the "back" side color changes are in the middle of the tube so they don't show. Not too hard really, but slower and uses more yarn. Another is a thing called double knitting. I don't really recommend it quite yet, but with it you can make two right sides and actually knit an item with two layers, that you knit at the same time. Sheer magic.