Permissions block database creation

[Doug Pinkerton]

I'm a total newbie working through the tutorial in DuBois's _MySQL_.  
I've got MySQL running on my PowerBook. In Terminal, I can use the  
mysql client to get responses to things like SELECT NOW(). But the  
command CREATE DATABASE sampdb; results in the following error.

ERROR 1044 (42000): Access denied for user ''@'localhost' to database  
'sampdb'
mysql>

I am unable to determine its location, which causes me to suspect  
that it is in the portion of the system not accessible from the  
Finder. Can anyone offer a suggestion?

Mac OS 10.4.5

Thanks,
dp