ordered pedals but have a question?

Great choice!  I am a big fan of Speedplay ever since I got them for my daughter; she very quickly became comfortable clipping in and out.

However, they are a kind of a hassle to get right.  The cleat surface has to be exactly precisely perfectly flat or they won't clip in and out correctly.  You have new shoes that may make it easier for you, but for me I was installing them on existing used bike shoes and it took me 4 or 5 tries to get them to work correctly.  As in, bike in the trainer, see if she could clip in and out, nope, take off shoes, fiddle with cleats, try again.  And again. And again. Now they're perfect for her.

Again, for your new shoes it may be easier. They'll come with a variety of shims to put under the cleat so that despite the curve of the base of the shoe the cleat itself can be perfectly flat with concave or convex at all. Then they work great.

As for first time out, go find a slightly downhill grassy area and go try to ride. Gravity will help you if you can't clip in immediately.

IMHO, always always leave the left foot clipped in and unclip from the right to stop.  If you are one of those people who unclips your left foot, then when stopping in the bike lane you can fall INTO traffic if your foot slips on something.  So clip in left foot first, put the pedal at about 10:30 position on the left side, then give a good shove with your left foot, bring up your right foot and clip in with that pedal at either 12, 3, or 6 (top, front, or bottom) position.  if you get too sit, do a one legged pedal circle with your left foot and try again.

You will fall, and you will like it.

Yes this.

Basically find a safe place to practice everything you'd encounter.  I took my daughter to a side road with no traffic and a hill to practice hill starts.  We practiced emergency stops (with a nice grassy hillside next to her if she fell over). We practiced unclipping at a stop sign by stopping a whole bunch of times on side roads.  Stop start stop start stop start in all sorts of conditions.

By her third real ride with them she was quite expert and she has never had a clip / unclip related incident in hundreds of miles of riding with me. That includes two Seattle To Portland 203 mile rides (two years ago when she was 17, and last year when she was 18). In fact I just sent her road bike to her (she's a student at the at the University of Colorado in Boulder now) and she was thrilled to be able to clip in again and ride a road bike.  She's been riding a flat bar city type bike to and from school and it's fun, but much heavier and flat pedals. 

Anyway, I was impressed by her quick success with Speedplay Light Action and that's why I recommend Speedplay now.