The majority of gyms that offer indoor cycling classes have SPD (Shimano Pedaling Dynamics) cleat compatible pedals. Shimano is the brand name, but generic sets work just as well. That is why I recommend cleats like these:
I have cycled with these cleats over a thousand times since 2016 without ever even needing to tighten a screw.
If you prefer to pay twice as much for the brand name on the soles of your feet, you’re welcome to indulge with these. The brand name set does include a 4mm Allen Wrench, which you will need to attach the hardware to your shoes. Most people have an Allen Wrench (aka Hex Key) already (check your Ikea owner’s manuals). Your spin instructor or local bike shop should also be able to help. If you’re ready to attach SPD cleats yourself, click here to see how.