Begin by logging into your Auth0 dashboard. Navigate to the "User Management" section and select "Users" to access your user data. Use the Export Users feature to download user data as a JSON or CSV file. If exporting logs or other data, navigate to the appropriate section and export the necessary files. Make sure to have all required fields for your analysis.

Once you have the data exported from Auth0, review the file to ensure it contains the necessary fields and is structured correctly for import into Snowflake. If you have exported JSON, you may want to convert it to CSV for easier handling. Use tools like jq for JSON manipulation or any preferred script to clean and format the data.

Log into your Snowflake account. If you don't have one, create a new account. Set up a new data warehouse in Snowflake, specifying the appropriate size and options based on your data volume and expected queries. Ensure you have the necessary roles and permissions to create tables and load data.

In the Snowflake interface, navigate to the "Worksheet" section. Write a SQL statement to create a table that matches the structure of your Auth0 data. Define each column with appropriate data types (e.g., VARCHAR for strings, NUMBER for numerics). Example SQL:
```sql
CREATE TABLE auth0_users (
user_id VARCHAR,
email VARCHAR,
name VARCHAR,
created_at TIMESTAMP,
last_login TIMESTAMP,
logins_count NUMBER
);
```

Before loading data into a table, upload your CSV file to a Snowflake stage. Use the Snowflake web interface or the SnowSQL command-line tool to create a stage and upload your file. Example SnowSQL command:
```bash
snowsql -q "CREATE OR REPLACE STAGE my_stage;"
snowsql -q "PUT file://path/to/your/data.csv @my_stage;"
```

Once your data is in a stage, load it into your Snowflake table using the `COPY INTO` command. This command will map the CSV fields to the table columns. Example SQL:
```sql
COPY INTO auth0_users
FROM @my_stage/data.csv
FILE_FORMAT = (TYPE = 'CSV' FIELD_OPTIONALLY_ENCLOSED_BY = '"' SKIP_HEADER = 1);
```

After loading the data, perform a few queries to verify that the data has been imported correctly. Check for the expected number of records and ensure data integrity. Example SQL to verify:
```sql
SELECT COUNT(*) FROM auth0_users;
SELECT * FROM auth0_users LIMIT 10;
```
Review the results, and if everything looks correct, your data migration process is complete. Adjust queries and table structures as necessary based on your analytic needs.
By following these steps, you can effectively move your data from Auth0 to Snowflake without relying on third-party tools.