Most pedals thread into a crankset via a 9/16" thread but some children's bikes will use a 1/2" thread due to the lower strength requirements.
The threads on each pedal run in a different direction so they can only be installed on a specific side. The right/drive-side pedal has a normal right hand thread while the left/nondrive-side has a left hand thread. If you try to force the pedal into the wrong side crank you can severely damage the crank-arm threads which may result in you having to replace the crank-arm.
A simple way to remember which direction to turn is: when installing, always turn to the front of the bike. When removing, always turn to the back of the bike.
Most pedals will have 15mm wrench interface on the axle while some use a 6mm or 8mm allen key interface on the back side.
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