Stick with it, it ISSSSSSS worth it!
You really need to tighten the cleats to your shoes v. well, and use locktight to prevent them from coming loose.
I will second this advice. Coming from riding XC type trails in OR/WA, I had a big wake up call after moving to Colorado and trying to tackle the tech trails using clipless pedals (which is what I was used to). After countless scabs from falls, I moved to flats until my confidence/tech abilities improves. I still use clipless on the more flowy trails I ride, but keep the flats for the tech sections........ Do not attempt using them on difficult or technical trails until they become completely second nature.
This may take awhile.
SPD style is the best for beginners. It has adjustable tension and can be used with the "multi release" cleat allowing easier release.Perfect timing, I was just looking at some clipless pedals today. Is there any particular style(shimano,eggbeaters,etc)recommended over another?