Accessories are things on clay characters that are made out of different materials other then the oil based clay. They include making parts out of hardening clay, plastic, metal, or any other material that is hard. As you can see in the picture, some of the most useful things are plastic beads for eyes, teeth sculpted from hardening clay, which has been painted, and there are many more.
In the short film by Nick Park, he sculpted the entire upper body of Wallace from clay, made molds, then cast the upper body in fast cast resin. He then painted it to look like clay so it matched the rest of the body. The arms, head and legs were to be animated, so they were made from English Plasticine clay. It is a very smart idea for a character because you can't accidentally squish the hard resin or ding it with tools when you animate it.
But for most people, fake ties, pens, pencils, calculators, swords, guns, bowling balls, baseball bats, or any external things you are not going to animate on a character can be made from hardening clay. Things such as eyeglasses can be made from ordinary craft wire, and so can funny antenna on an alien. As you can see, there are no rules to clay character construction!