How to prove directly from the definition that the complex norm isn't differentiable at any point?
I used both ways of the definition:
$$\lim_{z\to z_0}\frac{|z|-|z_0|}{z-z_0} \ \text{ and }\ \lim_{h\to 0}\frac{|z_0+h|-|z_0|}{h}$$
but I don't even know how to begin.
If $z_0 = 0$, then since $t \mapsto |t|$ is not differentiable at $t=0$ we see that $z \mapsto |z|$ is not differentiable at $z_0=0$ .
If $z_0 \neq 0$ then we have $\lim_{r \to0} {|z_0+rz_0| - |z_0| \over r z_0}= {|z_0| \over z_0}$, $\lim_{r \to0}{|z_0+riz_0| - |z_0| \over r iz_0}= 0$, hence ${|z_0+h| - |z_0| \over h}$ has no limit as $h \to 0$.
Aside: ${|z_0+riz_0| - |z_0| \over r iz_0} = {(|1+ri| - 1)|z_0| \over r iz_0} = {(|1+ri| - 1) \over r } \cdot {|z_0| \over iz_0} = {(\sqrt{1+r^2} - 1) \over r } \cdot {|z_0| \over iz_0} $. Note that ${(\sqrt{1+r^2} - 1) \over r } \to 0$.