So I have heard that clipless pedals are the way to go for my new roadie. And since it is going to come with them anyway, I figure I ought to get my questions answered first.

How hard are they to adjust too? I currently have platforms on the Mt bike and clips and straps on the (now deceased) roadie.

I have heard that they are great if I know how to pedal in them. What does that mean? Isn't pedaling pedaling? Or I am I going to have to learn some new secret?

The ones I am getting are SPD. Not sure what that means. Will any shoe fit the cleats? Do I have to wait until I have the cleats in hand before I go buy shoes? Will I be able to walk in said shoes?

Can I adust how hard it is for me to clip in/out of pedals so I don't fall on my head and become a joke/menace on the roads?

Thanks, I appreciate it.