I'd add, get on the bike somewhere you can easily prop yourself up and keep one hand on the brake to stop it moving. Alongside a kitchen work top works well. Then practice clipping and unclipping whilst stationary.
Also works with a dwarf wall - one foot on the wall to support yourself and the bike. And then practice with the other foot. Make sure you can unclip cleanly and fairly easily.
Also, as
@Sterlo said, reduce the tension on the pedals until you find the happy medium between them holding the cleats in place, but still unclipping with suitalbe ease. There is a hex adjustment bolt at the back of each pedal, one on both sides (4 in all). Don't forget to set them all.
Once you start riding clipped in, if you experience any knee pain at all, then you may need to adjust the position of the cleats on the shoes. Temptation is to line them up square, but you probably need to work out where your feet naturally sit on the pedals in terms of ankle in/toe out and possibly vice versa. If you have a bike with flat pedals, perhaps ride that for a while (or put some flat pedals on the bike temporarily) and periodically take note of how your feet are sitting. Then by trial and error you can get the cleats adjusted to give you a similar position.
Good luck.