See the little + /- on it?
This sets how tightly the pedal grips the cleat.
As you're new to spd's or spuds as theyre affectionately known,it would be best if you set it at its loosest to begin with.This will allow you to unclip quickly should you need to,if its too tight you'll[being new how to uncliping] fall over sideways
Downside-And it's a biggie
If you fall, its likely the bike will be coming along too.and will land on top of you.Personally ive never been able tp unclip in time,it just doesnt compute when the world gets flipped upside down,my mind is too busy screaming
Kind of joking there,and dont want to put you off

Personally i feel so much in tune riding clipless
And i cant jump the bike without them :shock: :shock:
Oh yeah
Shimano's are the best cheapest option
Crank bros make nice pedals with plenty of 'float' but its this float that new users have difficulty unclipping when they need to.
Float-
This refers to the amount of play in the pedal/cleat interface it allows the riders knees and ankles to move as nature intended.
[Somebody explain this better for me thanks]