Clipless = no toe clip. Originally, people used these cages that attached to their pedals that were called toe-clips. Some clipless pedals have a tension adjustment (Shimanos, for example), and you can make them easier or harder to get in and out of. I practiced in my living room leaned up against the wall. It took me all of 2 minutes to figure out. It's really not as hard an adjustment as people make it sound. The hardest thing is if you screw up and have to restart and clip-in going up a steep hill. That's not to say I'd trust myself to get out of them if I were jumping or something, but 99% of the time, if I eat **** with clipless, I would have eaten **** with platforms too.

I have clipless on one bike and platforms on the others. Can't decide which one I like better. Clipless is easier for all the reasons chelboed mentioned, but it's easy to cheat, and with platforms, I'm more confident doing stuff at the limit of my ability.