Begin with a lump of clay half as large as or slightly smaller than your closed fist. Form it into a firm, compact ball.
Keep any clay you aren't working with covered with plastic. If your clay becomes too dry to work well, seal it in a plastic bag with a wet paper towel overnight. The next day wedge or knead the clay on a piece of canvas to distribute the moisture evenly through the lump.
If the clay is too wet and sticky, wedge or knead it on either a plaster surface or a piece of canvas until it dries slightly.