Not at all wash them in boiling water before you put them in. Some of the cheap ones can turn the water Orange but i have not had a problem. I will PM super g just have a look at his tank. They are full of them.
I have never had a problem with them clouding the water. I assume you mean something like the orange terra cotta pots? As long as you don't have a big beast that will smash them into the glass, I don't forsee any problems.
2nd time in two days I've heard someone say that terra cotta needs to be glazed. I believe this to be untrue, as I have never had a problem with terra cotta. Never changed my water chemistry or added a orange "tinge" to the water