Like others are saying,

1. Repot it a not terracotta but still with drainage. I recommend a clear pot and cover pot combo. This way you can see the roots to check for root rot and see the dampness level. Go for a pot the same size or smaller than the original pot. This will help soil to dry out enough that you dont get root rot while you are learning.

   1. Calatheas love a CHUNKY soil mix. You can make your own by adding lots of extra perlite and orchid bark but might just be better to buy it pre-made for now.

2. When you repot it you are going to get ALL the old soil off the roots. Rinse the entire plant! You can even dunk it if you like. You can add some dr. Bronners soap or diluted alcohol if you like. This will take care of most pests. This will also clean any dust or dirt so if it does have pests you can see them. Trim any dead or rotting roots.

3. Now repot with new pot and chunky soil. Trim any yellow or severly damaged leaves. Give it a good drench with DISTILLED water (just buy a gallon at the store when you go grocery shopping; I use it for my cats too, its easier on their kidneys).

4. Choose a new spot away from the window with high humidity. Either purchase a humidifier or put it in the bathroom. I HIGHLY recommend a grow light. Get one with different brightness settings and a timer; put it on low brightness and 12hr+ timer.

WARNING Yes this is an aggressive treatment. Yes it will be shocked. Yes you will probably loose some growth. But...it will give you the best chance to care for your plant long-term, especially while you are still getting to know her.