Quote by nicola
The cleats usually come with the pedals. They are made of plastic, and only cost £15 when sold separately. Did you buy something super swanky?
It is an odd feeling at first, being clipped in. There's an adjustment screw which I set to the weakest spring setting, so it's easier to get your feet out. I was scared about getting stuck in them and falling off, but after a little practice, it becomes second nature (good advice from Misterx).
My bike came with the pedals already in place. So I needed the shoes. I took it to an all purpose trail, practicing unclipping and clipping at each end. But my time over that course, sustaining a 2 mph drop over each of the 10 miles, just trying to keep from falling over at each end.