From where was clay discovered
If you meant clay as in pottery, then it traces its roots to Egypt. It was used to make ceramics back then and it is still being used for the same purpose even today. Read more from http://bicycle2011.com/when-was-clay-first-used/.
I'm thinking the earth
Clay is where you find it. In the ground.
The ground. Way back in the ancient of ancient days.
Clay figurines have been found associated with CroMagnon and Neanderthal campsites dating back over 12,000 years. Clay is found all over so "where" it was discovered is "thousands of places."