Clay is a fairly common resource in Stardew Valley.
It is found by:
- Tilling regular ground
- Tilling ground with twigs/worms (provides 2-3 three pieces of clay)
- Opening geodes
- Breaking rocks while mining
- Quality Retaining Soil (1 Clay and 3 Stone)
- Keg (30 Wood, 1 Clay, 1 Copper Bar, 1 Iron Bar, 1 Oak Resin)