Once you have read the above link, you might well be thinking that cleat set up is something of a minefield. Good luck to you if you EVER manage to get the cleat set up fine tuned. You may need to cover a fair amount of miles before problems make themselves felt.
My own experience was that I suffered foot cramps when I first used cleats, so messed about with them until I managed to get rid of the foot cramps. Then came the knee pain, so more adjustments. That sometimes re-introduced the foot cramps, and sometimes (though not always) got rid of the knee pain.
After the foot cramps and the knee pain, came a painful left hip, which I still have after about 2 years, despite a period of physiotherapy. This was possibly more due to saddle height (too high?) rather than cleats - but cleats would have exaggerated the effect due to the slight pull on your hip joint at the bottom of the pedal stroke if your saddle is slightly too high. I could have gone down the road of getting a professional bike fitting session, but I never place too much faith in these things. The cynic in me tells me it is an easy money raiser for the bike shop.
What I did notice was that for a cyclist of my standard (i.e. a reasonably keen casual cyclist covering 3-4k miles per year) my average speed never varied whether with cleats or not. I figured that the answer to my problems was fairly obvious. I invested in decent quality flat pedals with spikes which afford good grip for my trainers, and placed my cycling shoes with cleats firmly where they belong .... in a skip! No more foot cramps, no more knee pain, and no worsening of the hip pain. As a bonus, I can walk comfortably at any stops I might make on my rides. This is just my experience of course, and I expect others will swear by SPD/cleats and cycling shoes. I just swear AT them.