Clay is Nathan's agent who was in the beginning described as a player who just sleeps around with a bunch of women. Not until episode 7 did we see his true self, he's suffering inside because of his past, aka Sara. He met her when they were pretty young (I think?) and they fell in love. She proposed to him and they got married. Their love was just pure and so beautiful. Then, that's when it happens. One second she's dancing with him, being happy and the next she just falls to the ground (I honestly have no idea what really happened to her) and eventually dies, leaving him heartbroken. And still today, he cannot really let go of her. She "haunts" him and he always imagines as if she's still there with him. But she wants him to move on with his life and therefore everytime he "sees" her she's telling him this. I mean, their story was really beautiful and touching. Tragic ending but yeah.