The short answer to your question is no, not all planets rotate in the same direction.

However, we should clarify some thoughts to avoid confusion. When we talk about which way a planet is rotating, it is important to specify our frame of reference. Why? Well, for instance, form a "thumb's up" with your right hand. Notice how your fingers curl from right to left when you look down at your hand. Now, turn your right hand upside down and make a "thumb's down." From your perspective (still looking down at your hand), your fingers should curl from left to right. Does that mean that relative to your thumb your fingers are curling differently? Isn't your right hand still your right hand? And how would you standardize this -- how would you explain to another person which way your fingers are curling? This is why explicitly stating our frame of reference is important.

So if we choose our frame of reference to be as if we're standing above north end of the axis of rotation (e.g. roughly the North Pole on Earth) and looking "down" at the rest of the planet, we would see that most of the planets in our solar system rotate counter-clockwise (sun rises in the East). Most of the planets, dwarf planets, and other bodies in the solar system exhibit this prograde, counter-clockwise rotation. However, an example of an exception to this would be Venus, which has a "retrograde" rotation and rotates clockwise, very slowly -- it takes about 243 earth days for it to rotate once about its axis!

One further observation to note: when a galaxy or other celestial system forms, the material in the system usually forms a disk and most of the material will orbit and rotate in the same direction. This can be explained by the fact that these systems will try to conserve angular momentum. However, motion against the direction that the majority of objects in the system exhibit can occur for a number of reasons, usually in the form of interactions (e.g. collisions or gravitational interactions) with other bodies in the system. I hope this is helpful!