Howdy MakeDo!
Like was said, a core is almost a must! What I noticed, was your saying the clay is "really wet". Clay HAS to have moisture in it to compact and seal well, but too much moisture is just as bad as none.
Building a pond and dam is NOT just pushing dirt. It is an art and science if you want to save money in the future. If the clay is too wet, it will need to be spread and thinned, tilled, and allowed to dry some before being brought back in and well compacted.
