これを試してください:
drop table a;
create table a( id integer not null primary key, d datetime, user_id integer );
insert into a values (1,now() + interval 0 day, 1 );
insert into a values (2,now() + interval 1 day, 1 );
insert into a values (3,now() + interval 2 day, 1 );
insert into a values (4,now() + interval 0 day, 2 );
insert into a values (5,now() + interval 1 day, 2 );
insert into a values (6,now() + interval 2 day, 2 );
select t1.user_id, t1.d, t2.d, datediff(t2.d,t1.d)
from a t1, a t2
where t1.user_id=t2.user_id
and t2.d = (select min(d) from a t3 where t1.user_id=t3.user_id and t3.d > t1.d)
つまり、user_idsと隣接する日時エントリでテーブルをそれ自体に結合し、差を計算します。