I’ve just started using Cubase and have no idea how to get the sustain pedal that I use with my MIDI keyboard to record.
Please help
Hi you, please give more Information what you are doing so that we can help.
Normally as soon as your sustain pedal is connected to your midi Keyboard and this is connected to cubase the Software will record any Controller data as well. In order to do so the Keyboard must transmit the Controller data (which it normally does) and cubase must not filter it out (normally it does not filter sustain, but you can check under “program Settings, Midi…”).
Secondly of course the Instrument that you are Controlling must be able to process the sustain Controller data as well. If it does not, the Controller data will be doing nothing even though it is recorded to a track.
So please more Details 
hth, Ernst