If the SPD clip is too loose / too tight, adjust SPD clip spring tension by turning adjustment screw clockwise (tighter), or counterclockwise (looser).

For detailed instructions on how to attach SPD Clips to Cycling Shoes, please refer to this FAQ: Attaching SPD Clips to Cycling Shoes

You can also check out this video showing you how to clip into the pedals with your SPD clips: https://www.youtube.com/watch?v=yGtfK_xEAMU (time Stamp 2:26 for where to find the illustration of clipping your shoes into your SPD pedals)