I was planning on grinding down the sand from a wash bed... would that be okay... I want to make an oil lamp so the less porous the better.
To make pottery that was able to hold water/oil without it seeping through the pores, the Cherokee used to fire the bowl or vase with corncobs on the inside. Something with the oils in the cob seals the pores in the clay.
To make it fully water proof you need to make a glaze for the pottery after it has been fired. Paint the glaze on the fired pottery after it has cooled and re-fire the pottery.
A simple glaze can be made with crushed glass beer/soda bottles, borax and water. Mix the powdered glass with a little water until it's a milky consistency and then paint it on to the pottery. Allow the glaze to dry, then fire.
If your really interested in pottery and the old ways of how it was done, I highly recommend the following reading material. It can be found at the Internet Archive and is free to download.
Pottery; a hand-book of practical pottery for art teachers and students by Lunn, Richard
http://www.archive.org/details/potteryhandbooko02lunniala
Pottery, for artists, craftsmen & teachers (1914) by Cox, George James
http://www.archive.org/details/potteryforartist00coxgrich
and
The chemistry of pottery (1895) by Langenbeck, Karl
http://www.archive.org/details/chemistryofpotte00langrich
Between these few books, most if not all your questions on pottery, mixes, ratios, glazes, glaze recipes, how to fire, build a kiln, and firing times will be answered.
Good luck and have fun!