New to wearing bike shoes and using clipless pedals

You don't want the shoe to come off when you don't want it to so some resistance is desired.  You also don't want it difficult to remove your feet until you get used to riding clipless.  Don't be surprised if you have to stop and you can't get your foot out in time and you fall over.  Just try to fall to your left side so you don't mess up your rear derailleur!

It would be worth the time to practice stopping and starting somewhere away form traffic until you get the hang of it. 

it also depends on what brand of pedal you have.

I would agree and say ride loose until you fall a few times, then feel free to tighten them up.  Just don't go hammering really hard until you tighten them down.