Begin by familiarizing yourself with the GoCardless API. Review the official GoCardless API documentation to understand the available endpoints, data formats, authentication methods, and rate limits. This will help you determine what data you can extract and how to structure your API requests.

Register for a GoCardless account if you haven't already, and create an API access token. This token is essential for authenticating your API requests. Store this token securely as it grants access to your GoCardless data. Use environment variables or a secure secrets manager to store the token.

Set up your development environment by installing necessary libraries. You will need a library for making HTTP requests and a MySQL database connector. For Python, you might use `requests` for handling HTTP requests and `mysql-connector-python` for MySQL interactions. Install these via pip:

```bash
pip install requests mysql-connector-python
```

Write a script to make HTTP GET requests to the GoCardless API endpoints you are interested in (e.g., customers, payments). Use the access token for authentication. Here is a basic example in Python for fetching a list of payments:

```python
import requests

def fetch_payments():
url = "https://api.gocardless.com/payments"
headers = {
"Authorization": "Bearer YOUR_ACCESS_TOKEN",
"GoCardless-Version": "2015-07-06"
}
response = requests.get(url, headers=headers)
return response.json()

payments_data = fetch_payments()
```

After fetching the data, process it as needed. This might involve cleaning, transforming, or filtering the data to match the schema of your MySQL database. Ensure that the data types align with those in your MySQL tables.

Establish a connection to your MySQL database using the appropriate credentials. Ensure your database is set up to receive the data you are planning to insert. Here"s an example of establishing a connection in Python:

```python
import mysql.connector

def connect_to_mysql():
connection = mysql.connector.connect(
host='localhost',
user='your_username',
password='your_password',
database='your_database'
)
return connection

db_connection = connect_to_mysql()
```

With the connection established, write SQL queries to insert the fetched and processed data into your MySQL database. Use prepared statements to prevent SQL injection. Here's a simple example of inserting payment data:

```python
def insert_data_to_mysql(connection, payments_data):
cursor = connection.cursor()
insert_query = ("INSERT INTO payments (id, amount, created_at) "
"VALUES (%s, %s, %s)")
for payment in payments_data['payments']:
data_tuple = (payment['id'], payment['amount'], payment['created_at'])
cursor.execute(insert_query, data_tuple)
connection.commit()
cursor.close()

insert_data_to_mysql(db_connection, payments_data)
```

After inserting the data, ensure to close the connection:

```python
db_connection.close()
```

By following these steps, you can manually transfer data from GoCardless to a MySQL database without relying on third-party connectors or integrations.