The most important step in using natural clay is to test it and make sure it work properly for the techniques that you will be using it for, especially firing.  Start by making a small test chunk to stick in the kiln.  Natural clay tends to be low temperature clay more often than not, so you should always assume it is.   Low temperature clays will melt into a puddle into your kiln if fired on high temps, making a big mess.  Always put your test chunk on a tile or other piece of already fired clay in case it melts so that you do not ruin anything. Remember to test at the highest temperature that you will want to use to verify the integrity of the piece and ensure proper firing.