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Clay and Sand are used with a Kiln to make Pottery and Glass. It doesn't matter if they're shallow or deep.
Clay is okay-ish but I never really saw much use for it. I THINK clay layers are decent for farming. Better than soil iirc? DON'T QUOTE ME ON THAT.
Deep Soil means that you might have Sand and/or Clay going deeper than just 1 Z-level below the surface. You only need Deep Soil if you're planning to have multiple floors of farms and/or fungus grazing animals.
You can't smooth soil, so dwarves are always unhappier near it than smoothed stone.
clay is useful as a literal dirt-cheap bulk construction material if you're not interested in style or value. you can build half a dozen kilns and set them to collect clay for whatever building project you want. Clay is considered a "stone" and can be used as-is for roads, walls, etc.
Fire clay is the superior type, as it doesn't need to be glazed to store liquid if you're making containers.
Just a note.
DF is not a game where you need to understand everything. The game is so complex.
So in general, you just make an effort to understand the stuff you feel like you really need to know to progress. Like if somebody dies, you try to figure it out, but a part from that, a lot of stuff is just "huh" lol
Glass can be made into just about everything, is magma safe and has a high value by default so it makes your dwarves happy.
On top of that you can cut raw glass into low to mid quality gems and sand is infinite, so if you have a magma glass furnace you have infinite free material to do just about anything you want in a single process.