I have one big image. That image needs to be in the shape of a circle, so that's the first shape. But, inside the image, there needs to be a coloured square, that on the top of the square also has the roundings/shape of the circle. How do I achieve this?
Set up all the shapes and objects etc. that you want inside your clipping mask, then place the circle you want to use as your clipping mask on top of all the objects. Select them all, right click, and select "make clipping mask". That will place all the objects inside the same clipping path.
Alternatively you could build the image in photoshop with all the shapes etc, and just import one image into illustrator.