You don't want to query this data directly. You want to create intermediate tables that have the information that you need now, and then some.
The exact format depends on the nature of the questions. For instance, it might be appropriate to have one record for each "session", with columns describing what happens in the session. Or, if you are only interested in customers, you might make a customer signature, with a bunch of values.
One of the challenges is that the data goes over boundaries between dates. So, you will have open "logins" in one table versus another. How much of a problem this poses once again depends on how the data will be used. However, you should think about strategies for ealing with it.
If you have lots of users with lots of steps on a web site, going against all the data directly would be, shall I say, fun. Well, if you take a long vacation while the system processes the data, then it might actually be fun.