Checked that you are unscrewing it in the correct direction? Both pedals unscrew in the same direction - toward the front of the bike if memory serves.
I find it easiest to remember that right hand side is "normal" and left the opposite.
@hoefla started
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Checked that you are unscrewing it in the correct direction? Both pedals unscrew in the same direction - toward the front of the bike if memory serves.