JMiracle

I don't think so, its not super abrasive or anything that will really wreck your paint. I bought the "mothers" brand kit for like $20. Comes with 2 bars, the detailer spray and a microfiber rag. They also sell the detailer separate. I had never done it and also just went by the instructions on the box. There are also a lot of sites online, and mothers has a site that has good info. I would say just go for it. Get a good wash, do the clay and then follow it up with some wax. I bought some micro fiber applicator pads along with microfiber towels to dry and buff. It all really worked out well. The micro fiber shouldn't leave fibers on the paint, and once you buy the stuff the only thing you have to do is replace the expendable stuff.

tdkkart

Check out the videos on the Adams Polishes site, lots of good info:
http://www.adamspolishes.com/default.aspx

Fordfan2006

Wash it well and soak the paint with detailer and rub the clay on where you sprayed the detailer spray. Keep it wet. I clayed my 03 turned out great after a coat of meguiars Nxt wax.