Congrats. If all you have ever known is MTB and "comfort" bikes, the efficiency of a road bike will blow you away.
Remember that SPD-SLs require a 3 bolt pattern for cleats and SPD pedals benefit from shoes with a sole (allowing for more stability on the pedal). I'd just run SPDs. Having too many shoes is a pain. I use crankbros eggbeaters on all my bikes except for my track bike, where I run SPD-SLs cranked all the way with a toe strap.
You *can* ride your bike wherever you want, and I've taken my road racing bike on twisty singletrack to take a shortcut home. Riding gravel and dirt roads is most comfortable with a 28-34c width tire. I doubt you can fit bigger than a 25c on that bike. It still could be fun if your gravel roads are well maintained. I find the continental gatorskin 25c tire to be comfortable enough, extremely durable, and good in all conditions. It's what I keep on my training ride wheels.