The “legs” that form on the side of your whisk(e)y glass can be helpful in determining what you’re drinking in a blind tasting. I like to make note of them (how long and close together they are, how long they last) before I taste in my whiskey journal. It is just an observation, not necessarily a quality distinction for me.
Legs are caused by the Gibbs-Marangoni effect, which describes the fluid surface tension caused by evaporation. Water and alcohol are both evaporated from the surface of the glass but alcohol is evaporated faster. This reduces the alcohol concentration of the film and a greater proportion of water is left on the glass. The higher the level of alcohol, the longer the legs.
Just make the observation. Some people say that legs are a sign of robust flavors. They give an idea of mouthfeel and how much viscosity your whiskey will have. If you do your tastings from similar glassware, when you taste that same whiskey again, the legs will help you (along with the flavors and aromas, of course) to recognize a whiskey visually.