The first time I tried clipless, it took half a mile of me trying, to get my second (right) shoe clipped in. I thought "This is ridiculous!". I'm not sure why that first time was so difficult. Either I got better or the cleats got easier. I may have loosened the mechanism to make clipping in and out a little easier. You may want to do that too, at first.
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Beneath the valley of the underbikers.