If you're making pottery I assume there's a kiln involved. To be honest my first concern would be fireprooofing around that. For insulation I would be inclined to use the type of panel mentioned in a previous post with something like marine ply on the inside. If the shed has a pitched roof there will probably be a gap between the walls and the eaves of the roof so ventilation shouldn't be a major issue. You could always add air vents near the bottom of the door to improve air flow.
I found condensation in the winter was a major problem in a heated shed. I use to use what is now my potting shed for hobbies in the winter. As soon as the electric heater was turned on, water would start running down the windows. I think that is something to solve before going ahead with it 2catsandrea, ours is heavily glazed on one side though which probably didn't help the situation.
My potting shed is one end of the garage , used for storage. We have mice in there, though the bird food is in a plastic dustbin and there is nothing else for them to eat. They are very energy efficient - they love polystyrene for making their nests, (I keep some for the bottom of large pots) and they chewed a hole right into the middle of a new roll of bubble wrap, which I only found when I was about to insulate the grenhouse. Roll was useless!