If you go with SPD type cleats, get the SH-56 cleats first as they are easier to get out of than the SH-51. The SH-56 is multi-directional where the SH-51 is lateral only.

Also, while you are learning, be sure to reduce the spring tension to where it just holds your foot in position. If you crank it up too much, you may have a problem with the release when you need it the most. (Have the elbow scar to prove this point!)