While visiting a newspaper for a project, I heard them talk about how it is better to use a sans-serif font for the body and a serif for the heading because it is easier to read. I think that's more true for printed stuff than on the screen though.
No, it's not just you. It's been a long-standing "rule of thumb" in typography that serif typefaces are better for longer passages of text (which is why nearly every magazine and book uses serif type for body), but sans serif type tends to be more legible on screen, in part because screen resolution isn't high enough to make serifs look good.
There are always exceptions, of course; Georgia was explicitly designed to be a screen typeface, and there are other serif fonts that look pretty readable once they're at 18px or higher sizes--which is perfectly reasonable as a web font size in today's world, rather than the 13px that everyone seemed to adopt circa 2000. And "high-DPI" displays make even more delicate serif fonts a lot more readable these days.
Personally, I tend to choose serif fonts for body typefaces even on the web nowadays, but tend to keep "UI" elements sans serif.
No, it’s not just you. But that contradicts your earlier comment, which is why I found it strange:
> … it is better to use a sans-serif font for the body … because it is easier to read. I think that's more true for printed stuff than on the screen though.