okay, wait a minute. It SHOULD NOT GET STICKY!
Sticky is BAD!
You should slide it across a cool and well lubed surface. That surface should be around 65 to 75 Farenheit. That may be 12C, I just don't want to look it up.
Don't PRESS it into the paint. Let it slide on the lube only to the extent that you feel a very light resistance. The clay does all of the work for you!.
If you do it right, the paint should feel slick after using it...at;east if you use NoRinse. I presume others will be the same, or close.
Let the palm of your hand be your guide.
I'll add the BEST piece of advice I've EVER received about detailing, from Anthony Orosco, (the guy who started this site!) It is ALWAYS best to start with the product and technique that causes the least amount of damage or change. You can always go more abrasive, or a tougher pad or a more abrasive product or technique, but you can't take it back!
Truer words were never spoken. Time is your friend, not abrasion! Keep it slick and cool!
Come back here if you're still having problems.