You'll need to use cleats that are compatible with the road bike pedals you choose, so you should factor your cleat preferences into your decision-making process. Most new pairs of pedals will come with a set of cleats included.
Cleats come in different shapes and sizes, depending on the brand that makes them, as well as different mounting methods and adjustability. If you're new to clipless pedals, you might want to favour cleats with a good amount of adjustability so you can fine-tune your fit to help you get used to them.
Each brand uses a slightly different cleat system, with some offering more refined adjustments than others. For example with Shimano and Look-style cleats, fore and aft, side-to-side and cleat angles are all adjusted at the same time, while Speedplay uses a separate set of bolts to modify each axis.