Paul is expanding the potter motif which we see in Isaiah and Jeremiah.In Romans 9 Paul references a large number of Old Testament passages. His use of the potter clearly alludes to a Old Testament motif yet he also expands it. In Isaiah 29:16 God is the potter and the rebellious people the clay. Isaiah 45:9 compares the rebellious person to his creator (or parent). Jeremiah 18:6 describes a nations as clay and God as the potter. In Romans 9:19-21 Paul says,
You will say to me then, “Why does [God] still find fault? For who can resist his will?” But who are you [singular], O man, to answer back to God? Will what is molded say to its molder, “Why have you made me like this?” Has the potter no right over the clay, to make out of the same lump one vessel for honorable use and another for dishonorable use?The potter again is God but the clay is not necessarily the person answering back to God. He is included, in that Paul's response is that the moulded (clay) cannot answer back to the moulder (potter). Though Paul says more here. The clay gets made into both honourable and dishonourable vessels, so the clay must represent more than one person. This fits in more with a corporate reading of Romans 9-11. But there is even more to this. The clay in the Old Testament examples represents man. It represents the object being discussed: the rebellious people; the rebellious man; a nation. Yet in Romans the clay represents two groups; or rather one group that can be used in two different ways. So either the clay represents all men (Jews and Gentiles) being made into two types of vessels; or (more likely) the clay represents Jews being made into two types of vessels. The man talking back to God complains that God finds fault with the Jews but God can make from one group of Jews both people of mercy and people of wrath.
Which leads to Paul's next comment that it is not just the Jews. The Gentiles can be objects of mercy as well.
And what is God's criterion for being an object of mercy? Faith.