Bikes often times don't come with pedals (or they come with really cheap ones) because that's one of the first things many people change out for something they prefer.
The short answer is that pedal choice comes down to personal preference and you may end up going through a handful of sets before you settle on what you like. On my commuter I use Shimano PD-A530 dual platform pedals - platform on one side and spd on the other so I have the option of choosing either one.
If you just want to get a basic set to start with, get some inexpensive platform pedals and work from there.