I only had cages on my first road bike, I felt they were incredibly dangerous and hated them. I fell more than once because I couldn't get my foot out.
When I started mountain biking I had been riding clipless on the road for 4 years so it seemed natural to go clipless. It was scary though because you do have to unclip to put a foot down but I also made things because I was able to be in contact with the pedal. I would recommend if you are going clipless get something with tension settings like SPD. There are even some called 50/50 or Campus pedals, clipless on one side and flat pedal on the other. I ride Time Atac XL (women's version of Time Atac with lighter tension) and I don't have problems with predictable release at all. My first mountain bike pedals were the Crank Brother's Candy pedal and I had trouble getting out in time. I almost gave up on clipless with that first try. Now I find clipless way better, I don't have my feet sliding off the pedals but it does take trust when you first start.
You may want to trust your instinct, people who have been riding a long time may recommend their pedals but they may not be good for beginners. My friend learned this when she thought she would be happy with the same pedals her husband who has been riding 10 years had.
Amanda
2011 Specialized Epic Comp 29er | Specialized Phenom | "Marie Laveau"
2007 Cannondale Synapse Carbon Road | Selle Italia Lady Gel Flow | "Miranda"
You don't have to be great to get started, but you do have to get started to be great. -Lee J. Colan