It's a gully - illumination from the West.
Illumination of all the HiRISE images I've seen is from the left - because the images are taken from a mid-afternoon orbit thus the sun is typically half way down the western sky. The only exception might be polar observations taken at an unusual angle etc - but flicking through the HiRISE website - all the PSP images are illuminated from the West.
To quote the HiRISE page itself..
http://hiroc.lpl.arizona.edu/images/PSP/PSP_001420_2045/
"The image shown here [below] has been map-projected to 25 cm/pixel and north is up. The image was taken at a local Mars time of 3:23 PM and the scene is illuminated from the west with a solar incidence angle of 48 degrees, thus the sun was about 42 degrees above the horizon."
Doug