I would recommend not covering it after digging as frost will help break down any clods of clay for you. I would also mulch the area with at least 2 inches (4 if possible this first year) of well-rotted manure, much of which the worms will pull down into the soil over the winter and the remainder can be lightly dug in when you start planting in spring. If you put down more each autumn (or an equivalent amount of home-made compost), the soil will pretty much look after itself and all you'll need to do is keep on top of the weeding with no more heavy digging needed. If you can afford it, bagged farmyard manure from garden centres and builders merchants is excellent and free of weed seeds which is not the case for stuff from farms and stables so if you get that be prepared for new weeds to appear. However, it is considerably cheaper!
If you are planning on growing carrots, leave a suitable area free of manure this year as that causes them to fork, although they are fine in soil which was manured a full year before. Adding lots of sharp sand to the soil in the rows where you'll be growing carrots and other root crops really helps with clay soils.
I would have a chat with fellow allotment holders if you can, to get an idea of which things do well in your locale and which don't, to get a bit of a head start.
A trowel in the hand is worth a thousand lost under a bush.
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