I got my first clipless last year and fell on the first ride out. I was stupid though and went on a MUP for the first time to use them, and I came to a point where the MUP crossed a road and then diverted; I got confused, stopped, and fell like a brick to the pavement. Tore up my knees and elbows quite bad. But that was the only time I've fallen and I've ridden thousands of miles on them now.

I'd recommend, as I'm sure others will, practicing indoors in a door frame, allowing yourself to fall and then unclipping at the last second to have it become muscle memory.