There are essentially two kinds of pedals: clips and flat (oh sure, there is clipless, but that is the same as clips).

So, which should you use?  Let me start with clips.

Clips

Pros: These pedals are efficient.  They let you push AND pull on a pedal.  Cons: they aren’t hipster.

Flat

Pros: These pedals are hipster.  Cons: they aren’t as efficient and your foot could slip off the pedal and cause a boo boo.