Although there is no right or wrong way to produce a clay object, there are a few guidelines to clay use that must be followed in order to create objects that are kiln-ready.
Eliminating Air Bubbles
Clay must be wedged first. Wedging is a process like kneading dough that presses the air bubbles out of the clay. If there are air bubbles in your clay when it is fired, the air bubbles will expand, shattering your object. Wedge your clay for 5 or 10 minutes before beginning to create.
Never fire clay more than an inch thick (it will explode). Thus, if you are planning to make a thick object out of clay, it will need to be hollowed out so that the actual walls of the object are not more than 1 inch. However, returning to the original rule (no air bubbles), if your clay object has a hollow center, it cannot be an enclosed center.
For example: if you were to make a little bear out of clay, and the bear had a big round belly about 5 inches thick, that belly would need to be hollow. You could handle this a few ways. You could make a hollow ball and then poke a small hole in the bottom that would be barely visible from the outside. This way the bear would be hollow inside, but would appear solid from the outside. You could also flip the bear over and dig out the center so that the bear would look realistic--as long as no one was looking at him from underneath.
Scoring is a method of attaching one piece of clay to another. Although you may easily attach pieces to each other without scoring the clay, it is likely to fall apart once the clay has dried.
In order to score the clay, use a pointed wooden or metal tool to make scratches in the two surfaces that will be touching each other. Brush on water or (for a firmer hold) slip to the scratch marks. Slip is a very runny, very thin clay.
Now attach the two pieces of clay to each other. Once the clay dries, the bond between the scored pieces of clay will be strong and capable of surviving a firing in the kiln.
Allowing the Object to Dry
Before you fire the object you have made, it must be dried completely. Clay that is fully dried will be much lighter in appearance and will be room temperature. Clay that appears to be dry but that feels cold to the touch still has moisture inside of it. If the clay is not fully dry when it is placed in the kiln, it will (what else?) explode.
As mentioned earlier, there is no right or wrong way to make an object out of clay. Pick the object and make it. You will develop your own methods and techniques over time. You may want to look at a model of the object or a live example of the object before beginning. You will want to have a number of tools at your disposal, like wooden modeling tools, sponges, buckets of water and smoothing tools. These tools can be professional-grade tools purchased at an art store, or they can be made from household objects.
However, your most important tools are your hands and your motivation to create. Don't shy away from making a particular object just because it seems challenging or complex. Break down the object into its most basic parts and build from that. For example, if you are making a sculpture of a bear, begin with the body. Do not take too much time to shape the body until other parts have been added. Create appendages and score them onto the body. Create a head and score that onto the neck. Do the same with a tail. Once all the different parts have been appended to the body, the bear can be formed in greater detail.
Basic techniques taught in nearly every 3D art class include making objects (usually pots) out of slabs, coils and pinched balls.
A pinch pot is made out of a ball of clay that fits in the palm of your hand. Hold the ball in one hand and push your thumb into the side so that it creates a deep depression, but does not break through the other side. Now, with your thumb still inside the ball, use your free fingers to push on the outside of the ball, pinching the clay between your thumb and fingers. Rotate the ball approximately 30 degrees and pinch again. Rotate again, and pinch again. Continue these steps until the ball has developed a cone-like shape. Manipulate the cone into a bowl shape, with a flat bottom and shorter sides. This is a pinch pot. Pinch pots are easy projects for beginner artists. They are also useful if you wish to make a large, round, hollow body (as in the case of the bear discussed earlier). Simply make two pinch pots of equal size and then score the lips together to make a full, round ball.
Another technique is making objects out of clay slabs. Simply use a rolling pin to roll out flat slabs of clay. Using a knife, cut the clay into the desired shape. Clay slabs may be used to make boxes, mugs, houses and other items that are square, rectangular or flat.
The final technique is coiled clay. Roll pieces of clay into a long rope like a snake, then coil the rope around building it up, scoring the layers together to make the desired shape. The coils may be smoothed to appear as one solid wall, or they may be left as coils for decorative purposes.