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Most people ride in as high a gear as they can manage. This makes riding very hard and can damage leg joints. Instead, try to keep in a gear that lets you turn your legs about 80-100 times per minute. Anticipate shifting by keeping an eye on the road or trail ahead, and downshift (shift to a lower gear) before you need to. Don't feel bad about shifting frequently, looking for the most comfortable gear - it won't wear out the bike any faster and can make your ride much more safe and fun.