SPD cleats.
Edit: https://www.amazon.com/BV-Bike-Cleats-Compatible-Shimano/dp/B07BRDVJ5J
If the shoes you bought are the same as pictured:
https://www.amazon.com/Cycling-Compatible-Peloton-Shimano-Pre-Installed/dp/B09PNJQCR6
then you do not need to buy new shoes. Instead, you need to remove the cleats with the 3 bolt style currently installed, and purchase then install the 2 bolt SPD type:
The image from the above shoes shows in yellow where to install the 2-bolt SPD cleats