Uncomfortable SPD pedals
There are three main settings on your cleat:


Fore-aft position, which should let you pedal with the metatarsal heads over the pedal axle, more or less;
Lateral position, which should let a few free milimeters between the inner part of the shoe sole and the crank arm;
The most important for you, which is the ANGLE between the longitudinal line of the cleat and the longitudinal line of the shoe.


For the third setting, you have to consider that SPD allows for some lateral play of the foot over the pedal. The position you pedal naturally MUST be the "midway" between each lateral-limiting position. Mind that human feet are not naturally parallel, the heel is a bit inwards and longitudinal lines of both feet describe an angle, which varies from person to person.

Pedalling with your cleat "locked" against some of the limiting positions induces a terrible stress on the knee and the ankle. You should take a tool with you for a setup ride (usually 4mm allen), and keep setting up as many times you need until you feel comfortable. Olny tighten it fully after having found the right position, since the cleat bites the shoe sole permanently then.

As for unease to clip and unclip, you'll get used to it, but you should start using the lowest spring preload that is enough to keep you cliped even when pulling the pedal up with the shoe. A minimal amount of oil on working surfaces might ease things in the beginning, but SPD pedals don't typically require constant lubrication.

Hope this helps!