Begin by familiarizing yourself with PagerDuty's REST API. This API allows you to access various data types from PagerDuty, such as incidents, schedules, and users. Start by reviewing the [PagerDuty API documentation](https://developer.pagerduty.com/docs/ZG9jOjExMDI5NTgx-api-reference) to understand the authentication process and available endpoints.

Create an API key in your PagerDuty account to authenticate your requests. Navigate to the API Access page in your PagerDuty account settings, generate a new API key, and note it down securely. You will use this key in your HTTP requests to access data.

Write a script to fetch data from PagerDuty using the API. You can use a programming language like Python, which has libraries (such as `requests`) for making HTTP requests. Within the script, use the API key to authenticate and fetch data in JSON format from the desired endpoints.

Example:
```python
import requests

api_key = 'YOUR_API_KEY'
headers = {'Authorization': f'Token token={api_key}'}
response = requests.get('https://api.pagerduty.com/incidents', headers=headers)
data = response.json()
```

Once you have retrieved the data, transform it into a format suitable for MySQL. This involves parsing the JSON data and structuring it into a tabular format that matches your MySQL database schema. Consider which fields are necessary and how they map to your database tables.

Ensure that your MySQL database is ready to receive the data. This involves creating tables with appropriate columns and data types that match the transformed data. Use SQL commands to create tables if they do not exist already.

Example:
```sql
CREATE TABLE incidents (
id VARCHAR(255) PRIMARY KEY,
status VARCHAR(50),
created_at DATETIME,
summary TEXT
);
```

Utilize a MySQL client library in your script to insert the transformed data into the MySQL database. Libraries like `mysql-connector-python` can be used to connect to the database and execute SQL `INSERT` statements.

Example:
```python
import mysql.connector

conn = mysql.connector.connect(
host='localhost',
user='yourusername',
password='yourpassword',
database='yourdatabase'
)
cursor = conn.cursor()

for incident in data['incidents']:
cursor.execute(
"INSERT INTO incidents (id, status, created_at, summary) VALUES (%s, %s, %s, %s)",
(incident['id'], incident['status'], incident['created_at'], incident['summary'])
)

conn.commit()
cursor.close()
conn.close()
```

To ensure data is consistently updated, automate this process. Use a task scheduler like cron (on Unix systems) or Task Scheduler (on Windows) to run your script at regular intervals. This will periodically fetch and insert the latest data into your MySQL database without manual intervention.

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