Yes, as in there is a left and right pedal. I nearly threaded the screw on mine by being a dick. Not for not knowing, but for not stopping when it just wasn't working and giving it more welly. The other option is that you have pedals which have an allen key on the inside of the pedal spindle, in which case you'll need a multi tool to hand.

I've only fallen twice, but after hundreds of miles on each bike with each set of pedals. One time showing off and once just like cordia75, by forgetting I was clipped in while coming to an abrupt stop behind a friend.

I'd suck in a pelloton.