What brand and model of pedals are you using?

Many of the mid to high end Shimano pedals are very easy to rebuild. You simply need a pedal wrench to take them apart. All the cones, grease, bearings, etc, all come out in one unit.

Some bikes are sold new with disposable pedals which can be upgraded.

As mentioned above, the right pedal has right hand threads, and the left pedal has left hand threads (helpful to remember when removing pedals).