The car needs to be totally clean and so does the bar. If you drop it, it's for the bin, so only use a small portion of it and mush it up regularly to renew the surface.
Clay one panel or half of a larger panel say a bonnet
Run hand over clayed and non clayed panels and note difference. The difference in texture is more noticeable of you put a thin plastic bag over your hand, cheap sandwich bag ideal.
Chalk/cheese difference and it shows up in the finish once you have polish/wax on the car.
As others have said if you drop the bar - BIN
Bonus - its not physically tiring work to clay a car just take your time.
Claying has to be seen to be believed.. You won't believe how much dirt comes off an already clean car and the feel of the paint afterwards.. amazing..