With what material should I fix a creaking sound on one of the pedals? I recently (about 2 weeks ago) changed from regular road clipless pedals to SPD clipless pedals on my road bike.

I didn't have time to change them myself so I just asked one of the workers to put it on and I know for sure that he didn't apply any grease or oil for where the pedal is inserted and tightened.

Now (after 2 weeks of pedaling) my right hand pedal makes a creaking sound once I put my full weight on it, I don't even have to pedal, just putting my whole weight once the right hand pedal is at 6 o'clock will cause the sound (I specifically didn't touch the saddle to be sure it doesn't come from there). 

I searched on youtube and looks like the simple solution is to take off the pedal, apply grease to the inserted end of the pedal and tighten it back.

My question is:
Do I have to buy grease for it or can I use chain lube or WD-40 and if I have to buy grease, does it have to be a certain type of grease (I'm guessing motor vehicle grease is a no no)?

Solution:

I loosened and retightened the chainring bolts and afterwards greased the pedals.

It wasn't hard at all for me to take out the right pedal with the wrench  (where I presumed the clicking was) and it looks like that was the main problem.
anyway, I took the time and greased everything anyway! 

thanks for the help, guys!
Don't ride before servicing thos-e pedals. A poorly greased or loose pedal will ruin the thread of the crank or may even cause breakage of the pedal axle. A correctly tightened but non-greased pedal thread may cause the threads to fuse.

You should remove both pedals, clean the threads and the crank arms, apply grease and thread them back in. In case you own a torque wrench the tightening torque ranges normally from 35-40 Nm.

Remember that the right pedal unscrews counter-clockwise and for the left pedal it is clockwise.

Grease: chain lube isn't adequate because it contains a large proportion of volatile components. WD-40 is an absolute no-go, it isn't grease. White cycle grease is best this case, it is generally available in smaller portions. You should apply the grease to the threads of the pedal and screw them in by hand for the first turns. It should fit in easily without the use of a tool. Tighten and check again after a 10-15km ride.