To begin integrating Auth0 with your React application, you first need to set up an application within the Auth0 dashboard. The Auth0 dashboard is a web-based interface where you can manage your authentication settings, users, and applications. After signing up or logging in to Auth0, navigate to the "Applications" section and create a new application. When prompted, select the "Single Page Application" type, as this is most suitable for React apps. Once created, Auth0 will provide you with essential configuration values that you will use to connect your React app to Auth0's authentication services.

When configuring Auth0 with your React app, you will encounter several important values: the Auth0 domain, client ID, and callback URLs. The domain is a unique identifier for your Auth0 tenant and is used to direct your authentication requests to the correct Auth0 account. The client ID is a public identifier for your application, allowing Auth0 to recognize which app is making authentication requests. Callback URLs are specific addresses in your React app where Auth0 will redirect users after they have logged in or out. These URLs must be registered in the Auth0 dashboard to ensure secure redirection and prevent unauthorized access. During setup, you will copy the domain and client ID from the dashboard and specify your application's callback URLs, usually something like http://localhost:3000 during development.