I wasn't sure if regular (natural) clay was going to work for this, so I played with it before I sat down to create with Maddie. It worked alright, but we had some Model Magic (very light clay), so we ended up using that.
She started out by shaping a golf-ball size of clay.
She loved how sticky the clay was. I loved that the clay didn't dry out in three seconds. Hooray!
On the giraffe that I made with the heavier clay, I twisted two pipe cleaners together to form one, to make a sturdier neck. Maddie only used one pipe cleaner for the neck, and it worked fine for her. She poked four legs into the underside, and then made four marble-sized balls for the feet. She poked her legs into the feet, stabilizing the body.
We stood our giraffes upright, and placed the neck. Next came the head! We shaped ears, and I added yarn for the mane. (If you're using a bit of feather, then wait for the clay to dry a bit and then poke in the feather.) We put our heads on right away, but you may want to wait for the clay to dry for a while, so that there won't be as much 'give' and sagging (misshaping) of the clay.