Well, I'm a complete detailing n00b, and bought and used my first clay bar today.
I can't rave enough about the experience, nor the result.
It was incredibly easy to handle and use. I was a little anxious at first, but the process is very little effort, and just following a few simple rules.
I bought the Meguiar's kit - it was what my local auto shop had.
I used it on my dark blue 2003 Mirage (Australian model). Here was the process I went through:
1. A good wash (I used a Meg soft gel wash) with a MF mitt. Dried with a MF chamois.
2. Clay bar application. I only did my roof and bonnet, for fear of difficulty on vertical surfaces. Now I wish I'd done the doors too ;-). I had a few minor clay smears from where I hadn't used enough lube - but these all came out with the rest of what followed.
3. Meg's Paint Cleaner (called 'Deep Crystal' here in .au). Applied with a foam pad, removed with an MF cloth.
4. Meg's Polymer Sealant (also branded 'Deep Crystal'). Applied as cleaner, but with new pad and cloth.
I just went with the Meg's gear for consistency, and because I've been happy with their products so far.
I can't rave enough about how good my paint work is looking now. It's got a mirror-like finish, and is reflecting much more light back than it was. It also feels like clean glass to the touch; my hand glides over the paintwork effortlessly.
I can understand your anxieties about using clay for the first time, but I also can't rave enough about my first experience using it. Give it a go, I think you'll be blown away
Cheers!
John