First, press the clay into a fairly flat sheet. Fold the sheet in half and feed it through again, fold-first. Repeat this three or four times. Then increase the setting to the next level. By this time, the clay will be conditioned and ready to use.
Some people use baby wipes to clean the rollers.
The metal flanges at the bottom of the machine sometimes trap bits of clay, which you can get at with a small stiff brush or toothbrush. Another trick is to run a piece of scrap clay through the machine to pick up any loose flecks of clay. Unfortunately, not safely, because the clay tends to work itself into the crannies of the pasta machine where you can't remove it. It's safer to use a separate machine for clay. If your clay isn't soft enough already, running it through the pasta machine will shred it instead of making a nice flat sheet.