How exactly are pedals attached to crank arms?
Like Daniel Hicks says, they are threaded opposite to each other. This ensures the act of you pedaling is constantly tightening them both. If they were both the usual right hand threads then the left pedal would eventually unscrew and fall off.

So, if you're like me and use the right hand rule to constantly assess which direction you should be turning things to make them move in the direction you want, you'll now need to switch to the "left hand rule" for the left hand pedal.