Road shoes with 3 holes. And compatible cleats of course (they dont come with the shoes).
However, if you want to be able to walk any distance off the bike, swap the pedals and go for 2 bolt SPD (or just stick to flat pedals and trainers)
I assume you have bought the bike without cleats.
As said by @vickster shoes with 3 holes.
Cleats you will need are Shimano SPD SL like these.
They are about £15 (might be cheaper on ebay). The yellow come with the best amount of free rotation (float) (6degrees) the best for being new to clipless pedals.
Other colours are blue (2 degrees) and red (0 degrees).
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