Pedals are the free-spinning platforms at the ends of your crank arms. They provide something for your feet to push against to get your bike moving.
You should check your pedals to make sure they're securely attached to your crank arms and that the bearing systems that allow them to rotate freely are in good working order. Most pedals do not have to be cleaned as part of a normal schedule of preventative maintenance. Treat them with care however when washing your bicycle as they contain bearing systems that can be damaged by water and dirt.
To check the ball bearing systems in your pedals, grasp each pedal firmly and shake it from side to side while holding the corresponding crank arm still. If the pedal moves or knocks in response to this shifting, you may have a bearing problem. You should also check these bearing systems by holding onto each pedal lightly and keeping it level while rotating the corresponding crank arm through a full rotation. If you notice any roughness or binding as the pedal rotates around its axis, you may have bearing damage.
Special note for clipless pedals
If you have clipless pedals, clean the springs and cleat surfaces frequently with a clean rag. Lubricate them with a spray or drip lubricant as recommended by the manufacturer. This maintenance is especially important for off-road clipless pedals.