Remember, the left pedal spindle is reverse threaded. Turn it clockwise to remove the pedal when facing the crank arm. The right side is normal, so turn it anti-clockwise to loosen it.

Why is left pedal reverse threaded?

Relative to the crank arm, this radial force rotates CCW, which - via the process of mechanical precession - creates a CW torque on the pedal spindle (thus tightening it). The rotations on the left side are all reversed, so it must use the opposite threading to prevent the pedal from coming loose.

Which way is the right pedal threaded?

Right pedals loosen by turning counter-clockwise, left pedals loosen clockwise. Apply bike grease to the new pedals and screw them in at an even 90 degree angle. Right pedals tighten by turning clockwise, left pedals tighten counter-clockwise. Screw in until each pedal is fully inserted and tight; then hit the road!