I have recently taken up spinning at the gym. I go to 2 to 3 classes a week (classes are 1h long). Apart from the fact that I am nearly dying of exhaustion every time I'm quite enjoying it 
The instructor today told me that cycling shoes that click onto the pedals make a huge difference. I often notice other people wearing them in class.
Is it worth getting a pair? I've had a quick look online and now I'm very confused. There appear to be different systems, and the shoes don't come with the cleats? It all seems very complicated. As an added complication, I have narrow feet with especially narrow heels.
How do I know which type of shoes, type of cleat etc to get? Do I need bolts?! Any recommendations of brands that have a narrow fit? TIA 