Congratulations on the new car. I bought a new car last week. I am going to clay my car this weekend. The reason that you would want to clay would be to get all/if any contanimants off of your paint before you begin to add any protective layers (SG, AIO, Zaino, Blackfire).
The real benefit will be when you put your final layers of Zaino or SG on the car. That is when your claying will prove its worth. You get particles on the car every day, so claying is never a bad thing.
Technically, you don't need to clay, but I am of the thinking that a well detailed car is a clayed car.
Best regards.