There are a few different ways to interpret the meaning of clay-brained. One interpretation is that the brain is being compared to clay, which is a soft and malleable material. This suggests that the person's brain is not very strong or well-formed, and that it is easily influenced by others. Another interpretation is that the brain is being compared to a lump of clay, which is heavy and dense. This suggests that the person is slow-witted or mentally dull.
Whatever the interpretation, clay-brained is a negative term that is used to describe someone who is not very intelligent. It is a common insult in Shakespearean plays, and it is still used today in some contexts.