It's recommended to spray lightly with a kitchen oil before each session, as this helps release the stamp without clay sticking. Cornflower can also be used. 

Practice on scrap clay first to get a feel for how hard you need to press in. Be careful not to press hard if clay is very moist. 

If you press too hard and clay gets stuck, clean with water and a soft toothbrush or similar. 

Stamps work best and give a much cleaner print on clay that isn't overly moist.