Bicycle shoes for road cycling I mostly used conventional sneakers for cycling  and never wore bicycle shoes in my life. At this moment of my life I decided to level up a bit. I've built myself a road bike and now I'm looking into proper footwear. It's a whole new world for me and I'm completely lost. My first impression is that there are several types of pedals, cleats and shoes and you have to choose the right ones in order to fit them all together.

I'd really appreciate a brief consultation on how to choose a proper footwear gear. Which pedals play good with which shoes and/or cleats and how to buy the right combination?

Thanks guys! You're the best!!
Assuming that you're talking about cleats on your shoes, there are three main attachment systems.

Left: 2-bolt, Middle: 2 or 3 bolt, Right: 3 bolt.



Notice how the one on the left has a chunkier sole. The two-bolt option is used for SPD which are popular with MTB, commuting and touring cyclists. I use 2-bolt SPD shoes on my audax bike because I'm able to walk in them without slipping over or damaging the cleats.

A comparison of the different pedals has already been covered thoroughly on bicycles.SE, and Wiggle also provide some friendly explanations.