That looks quite a lot like you've just cross-threaded the first couple of threads. I'd back it out and carefully put it back in straighter and with a bit of care you should be able catch the right threads. A good start will be to put the pedal in the other side of the crank with plenty of grease and tighten it all the way up as it should tidy up the thread in the crank thread. If you've got a needle file or a scriber, it might help if you can use the pointy end to clear the debris out the threads. Use plenty of grease again to help it back in the right way.
I just tried threading it in from the wrong side, then back in the correct way it worked a treat, thanks! A fair bit of metal came out with the pedal, should I be concerned?
That looks quite a lot like you've just cross-threaded the first couple of threads. I'd back it out and carefully put it back in straighter and with a bit of care you should be able catch the right threads. A good start will be to put the pedal in the other side of the crank with plenty of grease and tighten it all the way up as it should tidy up the thread in the crank thread. If you've got a needle file or a scriber, it might help if you can use the pointy end to clear the debris out the threads. Use plenty of grease again to help it back in the right way.