Not all clay pots should be seasoned, though some will greatly profit from it. But don’t think that every clay pot needs a soaking; I’ve seen soaked pots break apart in the sink within a few hours. Sometimes this is the potter’s fault, and sometimes it’s because certain types of clay require different types of curing. My best advice is always to follow the manufacturer’s directions.
When cooking in clay on a stovetop or in the oven, start at a lower temperature than you ordinarily would with metal pots; then slowly raise the heat as necessary. To put it another way: Avoid thermal shock—sudden changes in temperature— which can cause cracking. Once the heat has permeated the pot, which can take a relatively long time because clay is such a good insulator, the pot will hold the heat evenly for a long time.