I have a query that fails to execute with \"Could not allocate a new page for database \'TEMPDB\' because of insufficient disk space in filegroup \'DEFAULT\'\".
On the
A clustered index is one in which the terminal (leaf) node of the index is the actual data page itself. There can be only one clustered index per table, because it specifies how records are arranged within the data page. It is generally (and with some exceptions) considered the most performant index type (primarily because there is one less level of indirection before you get to your actual data record).
A "clustered index scan" means that the SQL engine is traversing your clustered index in search for a particular value (or set of values). It is one of the most efficient methods for locating a record (beat by a "clustered index seek" in which the SQL Engine is looking to match a single selected value).
The error message has absolutely nothing to do with the query plan. It just means that you are out of space on TempDB.