Riding with "clipless pedals" (which is a confusing name, because you're definitely clipped into those pedals) involves special pedals and special shoes with "cleats" on them that snap in. There are "road shoes" that have a very hard bottom, no flex, and "mountain biking shoes" that are a bit more like regular shoes, i.e. the soles flex so if you fall off your bike or need to walk, you can (from what I understand, I only have road shoes).

Learning to ride clipped in can be a bit challenging and scary. I've cycled casually for a few years now, and this year stepped up to a nice road bike and clipless pedals. If you don't clip out, you fall! That being said, it's very advantageous to wear them. Instead of only being able to apply pressure as your front foot pedals down, you can exert force with both feet the entire time you cycle.

So, are you up to the challenge of clipping in? If so, I'd recommend visiting your LBS (local bike shop) and having them help guide you in what is the right style of pedals and shoes. I would say, bare minimum, count on $50 for the pedals and $50 for the shoes (and possibly much more).

If not (cost and falling have scared you, maybe), I'd ask what are you riding in now? For years, I cycled comfortably in a good pair of sneakers. I would ride for hours with no discomfort. You mentioned you're bruising yourself slipping off the pedals. I'd recommend maybe slowing down and concentrating on keeping those feet on the pedals, maybe you're getting too ambitious with pedaling and not paying enough attention to form?

Hope this helps,
Jen