CLaying is pretty simple really, once you get going you will find it is not hard at all, but like Rich says just make sure you use a clean face of the clay, otherwise you will be removing contaminants but adding scratches!
When I clay, I first wash the car using a good shampoo with wax in preferably. I normally get most the water off using a hydra-blade, but leaving a little is no problem.
I then fill a mug or something similar with hot (not boiling!) water, and a 500ml spray bottle with a mixture of shampoo and QDs - whatever is too hand really, just making sure that the ratio of water to products is at least 50:50. I then thoroughly wet a panel with the mixture, and lightly glide the clay over it. Then, just move around the car, wetting as you go, and cleaning/ warming the clay every few minutes in the warm water.
Main thing is to keep feeling the clay. If you can feel any grit, then use another piece (a small clay bar can be cut into 3 pieces roughly - you can use older to do wheels or glass)
Once you have finished claying, some people wipe off using QD and a cloth, I prefer to shampoo the car again and then dry off as you would do normally.