^^ Good advice above

Claying is one of, if not the most beneficial part of doing a proper routine as everything that comes after it - the polishing, waxing and all subsequent washing, you'll get so much better results and more from the products when they're going over a properly clean surface. Doesn't need doing very often at all, so worth it imo.

Plenty of lubricant is the key as said as usually when someone drops the clay on the ground, it's due to the bar suddenly hitting a dry bit of paintwork and 'grabbing' at it - it then pulls it out of your grip. A little tip I like to do with the bar is after moulding it into a disc, form a little bar on the top surface that you can grip between 2 fingers so you've got more of a hold on it. Also check the surface regularly and refold it, especially when doing the lower half of the doors etc. as it can soon get pretty grubby and you want to be using a clean face to the clay wherever possible.