Installing WordPress « WordPress Codex

Using phpMyAdmin
If your web server has phpMyAdmin installed, you may follow these instructions to create your WordPress username and database.
Note: These instructions are written for phpMyAdmin 2.6.0; the phpMyAdmin user interface can vary slightly between versions.
If a database relating to WordPress does not already exist in the Database dropdown on the left, create one:
Choose a name for your WordPress database ('wordpress' or 'blog' are good), enter it in the Create new database field, and click Create.
Click the Home icon in the upper left to return to the main page, then click Privileges. If a user relating to WordPress does not already exist in the list of users, create one:
Click Add a new User.
Chose a username for WordPress ('wordpress' is good) and enter it in the User name field. (Be sure Use text field: is selected from the dropdown.)
Choose a difficult-to-guess password (ideally containing a combination of upper- and lower-case letters, numbers, and symbols), and enter it in the Password field. (Be sure Use text field: is selected from the dropdown.) Re-enter the password in the Re-type field.
Write down the username and password you chose.
Leave all options under Global privileges at their defaults.
Click Go.
Return to the Privileges screen and click the Check privileges icon on the user you've just created for WordPress. In the Database-specific privileges section, select the database you've just created for WordPress under the Add privileges to the following database dropdown. The page will refresh with privileges for that database. Click Check All to select all privileges, and click Go.
On the resulting page, make note of the host name listed after Server: at the top of the page. (This will usually be localhost.)
[edit]Using the MySQL Client
If you have shell access to your web server, are comfortable with using the command line, and your MySQL user has the permissions to create MySQL users and databases, you may follow the example session below to create your WordPress username and database.
$ mysql -u adminusername -p
Enter password:
Welcome to the MySQL monitor. Commands end with ; or \g.
Your MySQL connection id is 5340 to server version: 3.23.54

Type 'help;' or '\h' for help. Type '\c' to clear the buffer.

mysql> CREATE DATABASE databasename;
Query OK, 1 row affected (0.00 sec)

mysql> GRANT ALL PRIVILEGES ON databasename.* TO "wordpressusername"@"hostname"
-> IDENTIFIED BY "password";
Query OK, 0 rows affected (0.00 sec)

mysql> FLUSH PRIVILEGES;
Query OK, 0 rows affected (0.01 sec)

mysql> EXIT
Bye
$
In the above:
adminusername will typically be root, unless you have another high-privileged account set up.
wordpress or blog are good values for databasename.
wordpress is a good value for wordpressusername.
hostname will usually be localhost. If you don't know what this value should be, check with your system administrator. If you are the system administrator, figure out what this value should be.
password should be a difficult-to-guess password, ideally containing a combination of upper- and lower-case letters, numbers, and symbols.
Write down the values you used for databasename, wordpressusername, hostname, and password.

Installing WordPress « WordPress Codex.