On my road bike I use the Speedplay X2's. I love them but wouldn't recommend them for someone who's never used clipless before. I think the amount of float might be intimidating.

I started out with, and still have on my mountain bike, SPD's. They're a good choice for a newbie, especially with mountain bike shoes or other shoes that you can walk in easily.

I learned to ride mine on a lawn. The pedalling was harder, but the falls were easier.