To begin, create an account on the OpenWeather website. Once logged in, navigate to the API section to generate your API key. This key will allow you to access weather data through the OpenWeather API. Make sure to read the API documentation to understand how to construct requests for the specific data you need.

Ensure you have Python installed on your system, as it will be used to script the data transfer process. Additionally, install necessary libraries such as `requests` for making HTTP requests to the OpenWeather API and `mysql-connector-python` for interacting with the MySQL database. You can install these using pip:

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

Before importing data, design and set up the necessary tables in your MySQL database to store weather data. Use MySQL Workbench or the MySQL command-line tool to create tables that match the structure of the data you will be retrieving (e.g., temperature, humidity, weather conditions, timestamps, etc.). Use SQL commands like `CREATE TABLE` to define your schema.

Create a Python script to query the OpenWeather API using your API key. Use the `requests` library to send a GET request to the API endpoint you need, such as the current weather data endpoint. Parse the JSON response to extract relevant weather data.

```python
import requests

api_key = 'your_api_key'
city = 'your_city'
url = f'http://api.openweathermap.org/data/2.5/weather?q={city}&appid={api_key}'

response = requests.get(url)
data = response.json()

# Extract relevant data
weather_info = {
'temperature': data['main']['temp'],
'humidity': data['main']['humidity'],
'description': data['weather'][0]['description']
}
```

Use the `mysql-connector-python` library to establish a connection to your MySQL database. Define the connection parameters such as host, user, password, and database name, and use these to connect.

```python
import mysql.connector

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

cursor = connection.cursor()
```

With the connection established and data extracted, write SQL `INSERT` statements to add the weather data into the MySQL tables you created. Ensure that the data types match those defined in your database schema.

```python
insert_query = """
INSERT INTO weather_data (temperature, humidity, description)
VALUES (%s, %s, %s)
"""
cursor.execute(insert_query, (weather_info['temperature'], weather_info['humidity'], weather_info['description']))
connection.commit()
```

After successfully inserting the data, close the cursor and connection to free up resources. Implement error handling in your script to manage any potential issues, such as network errors or SQL exceptions, by using try-except blocks.

```python
try:
# [Insert data logic here]
except mysql.connector.Error as err:
print(f"Error: {err}")
finally:
cursor.close()
connection.close()
```

This guide assumes you have basic knowledge of Python and SQL. Adjust the script and database schema as necessary based on your specific requirements and the data you wish to collect from OpenWeather.