My left pedal keeps falling off, I think it's loose, or I'm not tightening it properly, but every time I ride my bicycle it gets loose.
There’s a best case scenario and a worst case scenario. Neither is too terrible.
Best case scenario: Your pedal is just loose. You can tighten it with a pedal wrench (some pedals can use a hex wrench) — however note that the left pedal is left-hand threaded so it’ll be the reverse of what you are used to. Thus, you have to screw it counter-clockwise to tighten it.
Worst case scenario: is that the crank threads themselves are badly damaged. This can happen if you pedaled on it while it was loose — because the crank is usually soft aluminum and the pedal is hardened steel. If the crank threads are worn, then no amount of tightening will work. Instead, you’ll have to take the pedal to your local bike shop where they will drill out the threads, tap slightly larger ones, and insert a helicoil. This will allow your pedal to go back on. It shouldn’t be too expensive, usually one-half hour of shop labor plus the cost of the helicoil (5-10 eurodollars).
So neither scenario is too terrible. Good luck!
P.s. don’t ever use thread lock to try to retain a loose pedal. Pedals by design are always tightening themselves when pedaled normally. If a pedal is loosening itself, it’s not because of screw loosening forces, it’s because the crank threads are bad, and threadlock will not help. However, if the threads are still good then threadlock can cause the pedal to bind terribly such that the pedal won’t ever come off. Instead, you should grease the threads of pedals rather than ever use threadlock.
The bearings on the pedal are stiff. if the pedal is sealed then you will probably need a new one. If it is not sealed and is serviceable then you might attempt to fix or replace the bearings.
What happens is that when the bearings on the pedal become stiff, the whole pedal with its axle will spin in the crank threads instead of the pedal spinning around the axle, causing it to unscrew and eventually fall out. Pedals are self-tightening by design only in the normal condition of good bearings, where the main acting force on the threads is precession. When the bearings stop moving freely, your force gets transferred to the threads, thus defeating precession and unscrewing the pedal.
Wal Mart has been causing lots of pedals to come loose because they don't follow the manufacaturer's instructions and use a torque wrench when they install them. They don't follow instructions by the manufacturers. This has caused many pedals to come loose and many people to be badly injured. Huffy continues to use Wal Mart because Huffy is making money, and it puts up with the shoddy work of Wal-Mart.