So I got my first pair of cleats today and decide to learn how to clip in and out. I got the clipping and unclipping down. Clipping back on, after a complete stop, was a little difficult but I got it clipped after two attempts. Anyway, during the ride, I noticed the cleats move and my foot was sliding forwards and backwards on the pedal. Before I did my experiment with my cleats, I read up that your cleats should have a little float to allow your heel to move laterally while pedaling therefore; I did not tighten the cleats too much. My question is

Should I tighten my cleats to the point where it should not move? - OR - Is it normal for my cleat to slide forward and backwards?

Thanks guys