I'm using Time Z as well. Very good pedals once You get used clipping in and out. I do prefer to use platforms on my mtb as I'm not always feel confident enough to be clipped in all the time on some technical sections so unclip one side but still have reasonable support from the pedal.
Shimano will be good for a beginner as You can adjust the spring tension (as z1ppy wrote). I had some older DX pedals 636 (red ones) and they were getting clogged with mud easily, newer model has the open body of the newer pedals so there should be an improvement. I just prefer the looks and feel of Time Z and during 3 years of owning my Atacs Alium and Z FR never had to touch them once as they just keep on working.
Once You get the shoes and pedal combo go somewhere flat and reasonably soft (as You will probably fall couple of times) and practice clipping in and out. Riding clipped in at low speed and doing turns etc.
You can get some cheap Shimano platforms (not DX model) but Time Z can be had quite cheaply off eBay. I paid £24 for a new pair with cleats.