Clay is a soft, earthy material made from eroded rocks that can be shaped using different methods like pinching, coil building, working with slabs, or throwing on a pottery wheel. Common techniques for working with clay include pinching pieces by hand, creating coil structures by rolling ropes of clay, forming flat slabs using rollers or pins, and shaping items on a spinning wheel using one's hands. Once formed, clay pieces are fired in a kiln to make them strong and permanent.