To begin, you need to access the CoinGecko API, which provides public endpoints to retrieve cryptocurrency data. Visit the CoinGecko API documentation at `https://www.coingecko.com/en/api` and identify the endpoints that provide the data you require. For example, to get a list of coins, use the `/coins/list` endpoint.

Use a programming language of your choice (e.g., Python) to make HTTP GET requests to the CoinGecko API endpoints. Utilize libraries like `requests` in Python to handle these requests. Ensure to parse the JSON response to extract the relevant data fields you need.

```python
import requests
response = requests.get('https://api.coingecko.com/api/v3/coins/list')
data = response.json()
```

Depending on your requirements, transform the fetched data into a format suitable for import into Firebolt. This may involve cleaning the data, selecting specific attributes, or converting data types. Use data manipulation libraries such as `pandas` in Python to assist with this transformation.

```python
import pandas as pd
df = pd.DataFrame(data)
# Perform necessary data transformations
```

Format the transformed data into a CSV or Parquet file, which Firebolt can import directly. Save the file locally or to a cloud storage service that Firebolt can access. Ensure that the file structure matches the schema of the Firebolt table where the data will be stored.

```python
df.to_csv('coingecko_data.csv', index=False)
```

Ensure that your Firebolt environment is set up and that you have a database and table ready to receive the data. If not, create the necessary database and table using the Firebolt SQL interface, defining the schema to match the structure of your data file.

```sql
CREATE TABLE coingecko_data (
id VARCHAR,
symbol VARCHAR,
name VARCHAR
);
```

Log into the Firebolt console and navigate to the data import section. Use the Firebolt interface to upload the CSV or Parquet file. You may need to specify the file path if it’s stored in cloud storage. Follow the prompts to map the file columns to the table schema and initiate the import process.

After the import process is complete, run queries in the Firebolt console to verify that the data has been imported correctly. Check for any discrepancies or errors and ensure that all records are present and accurately represented in the database.

```sql
SELECT * FROM coingecko_data LIMIT 10;
```

By following these steps, you can efficiently transfer data from CoinGecko to Firebolt without relying on third-party connectors or integrations.