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.
Pros: These pedals are efficient. They let you push AND pull on a pedal. Cons: they aren’t hipster.
Pros: These pedals are hipster. Cons: they aren’t as efficient and your foot could slip off the pedal and cause a boo boo.