Working With Clay
Before doing any work with clay--whether working on the wheel or hand-building, you must wedge your clay to get all the air bubbles out and compress the clay together.
The video to the side provides a good demo and explanation of how to wedge, and why it is important.
A detailed site with excellent instructions can be found at Beginners School.com
Here are a couple of tutorial videos from the site, if you want to sit through the long videos.