Clay is your starting point for several Windrose crafts, and you'll need plenty of it if you want to start making clay bottles for potions. It's also the bulk of the required materials for several crafting stations, and if you're as impatient as I am, you'll want more than one Charcoal Kiln.
It's not hard to find once you know what to for, but much like the lamp oil, I went running by clay deposits a dozen times before realizing I'd missed them. To spare you from those same struggles, I've got a quick Windrose guide on how to get clay.
English (US)