Different cleat colour indicates the amount of 'float'. It ranges from no float (black cleats) to up to 15 degrees on the red cleats, but it does vary according to the cleat manufacturer.
I believe the Look red cleats have 9 degress of float, grey ones have 4.5 and the black ones have no float.
What is float? Float is your foot's sideways movement on the pedal. A greater float would make it easier to disengage your foot from the cleat, though that's not really what the float is there for! Float is really about preventing knee damage, many riders knees move either in or out during the pedal stroke.
So float is not the only factor that effects the ease of clipping in or out. Your pedals probably have spring tension adjusters on them. These are the things you want to play with. Back it right off to begin with. But beware - not so much that it comes apart! because, on some pedals, it cannot be put back together!! From there, just ride and tension it up as you get more comfortable with clipping in and out. Rhythm Thief is right, practice will make it easier.
For what it's worth, on the bike I road in and around town, I have the cleats backed right off because I just feel way safer being able to unclip at the drop of a hat.