I've just bought a mitt to do a mates car on Saturday but always used bars before.
Best advice is to break off a piece about size of a 50p. Flatten it out into a pancake like shape. Let the clay glide over the paint and don't put pressure on it. Make sure you use plenty lube to let it glide. I use concentrated soapy water, cheaper than Quick Detailer. Always fold the clay in on itself and use again. Ditch the piece you are using when you can no longer get a clean surface to put on the car.
As said, it's all in the preparation. Make sure the car is squeaky clean apart from what you are trying to get off. The Megs kit is decent stuff. Half a bar should do a car the size of an A3. Anything bigger will obviously use more. If the clay starts to stick and not slide you need more lube. Do one panel at a time and move the bar in straight lines.
Don't be frightened of it. There are plenty videos on YouTube particularly from Megs themselves.
Remember once you are done claying you'll need to correct any swirls or scratches before you then seal the paint with either a sealant or wax.
Keep asking in here if you need any other help. Good luck.