One of the most important parts about putting on pedals, is to identify the right and the left pedal.
Next, is to add grease to the threading of the pedal. The grease helps get the pedal as tight as possible. You can never add enough grease.
Here’s a good tip for how to tighten the pedals and secure them on the crank arms. You always turn the wrench towards the pedal. If you are tightening the left pedal, turn the wrench counter clockwise. If it’s the right pedal, turn the pedal clockwise.
Last thing is to tighten the pedal as much as possible.