How to train ChatGPT on your own data?

Could you please elaborate on the process of training ChatGPT with personalized data? Are there any specific steps or guidelines one should follow to ensure the model learns from and accurately represents the unique characteristics of the provided data? What kind of data is most suitable for this purpose, and how should it be prepared and formatted for optimal results? Additionally, what are some potential challenges or limitations to consider when undertaking such a task?