Swapping out your existing pedals for clipless pedals is one of the best things you can do to improve your cycling. With clipless pedals, not only are you driving the pedals on the down stroke but now are also continuing to propel them forcefully as you bring your legs back up.
Changing out pedals is an incredibly quick and easy process, one that even the most novice mechanics can attempt without fear. All you'll need is a wrench and your new pedals.
If the terminology is confusing, just remember that clipless pedals are used with special cycling shoes that have cleats in the sole to connect them directly to the pedals. They are "clipless" because they are an improvement over the toeclips that used to be the norm in bike racing.