I like this thread. I also had my learning curve on clipless pedals. About 6 months ago I got a new bicycle. It came with SPD pedals so it was the perfect excuse to get a pair of bike shoes and cleats. I am one of those guys who reads the directions (shame on me), so the first thing I did when I got home was adjusted the cleats for easy release. I tested by pulling straight up to make sure I couldn't pull my foot off the pedal. I was confident at this point.
My first fall was when I was going around a turn on the bike path a bit too fast. I made an expletive as I skidded along the pavement, with that funny feeling that comes when your head is close to the pavement and you see it's moving. When I finally stop I pause for just a second and get up. I check for damage and see I've got a bit of road rash on my hip and elbow plus a gouge out of pinky finger. I see how much metal got ground off the edge of the handlebar and edge of the pedal. I don't see much other damage. I get off the trail and sit down, shaking a lot. I figure it would be better to start riding rather than sit and stiffen up since I had about 6 miles to ride to get back home. As a side note, that ride home did me good for I did not stiffen up and after a few miles my muscles loosened up. I think I healed more quickly because I kept moving.
I had read in the directions that it helps to turn the handlebars away from the side that's uncliped for it pushes the bike in the unclipped direction. I found that works pretty good when the bike speed dribbles to a stop and I realize suddenly I forgot to unclip. That doesn't happen much any more.
Another time I decide to take a break and spy a water fountain and park bench up ahead. I coasted off the trail pretty fast and my front tire just sunk into soft dirt which brought me to a quick stop. I fell over at that point. I was laughing. Fortunately there was no audience.
Another time I have one foot unclipped as I cross the road. I'm looking down trying to get my foot clipped back in and run into the weeds on the other side of the road because I had some problems getting clipped in. I had finally gotten clipped when I realized I was being scratched by the weeds.
One other time I came to my smooth full stop at the light signal button and fell over backwards on the side that was clipped in. I know people in cars saw that fall.
My wife is also a new rider with speedplay pedals since the LBS guy told her they had more play and were easier to clip in and out of. She has her falling over stories as well. She is more cautious than I though and has only fallen twice.
As others testify, there is no going back. The feeling of being securely clipped in feels good. Pedaling efficiency is much greater, and I find, on long rides that I can switch muscles to let others rest by concentrating on pulling up on the pedals for a while. For my next bike I'll get speedplay pedals. My wife likes hers a lot and I think I prefer them over the SPD clips.