Should be safe to use on glass as well, it's obviously harder than the car paint surface.
Some tips for using a clay effectively:
*Hose and wash car thoroughly first
*Make sure you use plenty of lubricant on the paint surface to avoid swirl marks
*Use light finger pressure only
*Work in small areas of each panel
*Turn the clay over regularly to fold the removed contaminants inside the clay (fold the bar inwards and then reshape for use) - this way you will always be claying with a clean bar
*Do the whole car then redo any areas that need a second/third treatment
*Don't drop the clay on the ground - if you do bin it and get another
*After claying, use a paint cleaner, then polish and then wax the car (claying removes all protective polish coating and leaves the paint surface exposed to the elements and harmful rays
Also read some of the posts here for removing paint overspray:
http://www.meguiars.co.uk/phpBB2/search.php?mode=resultsEasy process but, if in doubt, get it done professionally

Good luck
Cass