A claystone is a mudrock which does not split easily.
In order for a rock to be a claystone, it must be up to half (50%) clay, whose particles measure less than 1/256th of a millimeter.
There are 35 recognized clay mineral species on Earth, they make muds stick together ('cohesive'), or able to flow ('plastic').
Clay is by far the smallest particles recognized in mudrocks. Most materials in nature are clay minerals, but quartz, feldspar, iron oxides, and carbonates can weather to sizes of a typical clay mineral.
For a size comparison, a clay-sized particle is 1/1000th of a sand grain. This means a clay particle will travel 1000 times further at constant water velocity, thus requiring quieter conditions for settlement.