When making power polygon , making polygon on the smd-pad has any problems?
From left to right I would say that there is no noticeable difference between the 2 especially if this is a low speed circuit. 

Generally you work faster by doing the left one because you can do big polygons and make all the connections according to your design rules. By connecting in multiple directions (as in the left) the loop-currents will have more directions to go which could minimize current-loop distance (a good thing).

Depending on your thickness of copper you can calculate the current handling of these bridges. If you supply much more current than the copper can handle then you have a problem of course. 

At my university I was advised to do "full-connect" instead of "thermal-relief" because it is an optimization of performance. But it is miniscule and unrealistic for a real-world design in my experience.