When you first installed MySQL it's preconfigured with a user named "root" who has access to do ... everything, even w/o a password.
What you should do, if you haven't already is assign a password to the root user.. this is important!
To set a root password; type this command in the bin directory of your MySQL installation (include the quotes! & substitute newPassWord for what you want your PW to be)
mysqladmin -u root password "newPassWord"
Now to make sure that registered, type this: you should be promted with an error msg saying access was denied; that means your password has taken effect..
mysqladmin -u root reload
Now to try out the password you just created, ask mysql to tell you it's status
mysqladmin -u root -p status
You'll be prompted to enter your password. once you enter it you should see some info about the server & it's status. Your new password should work now...If that doesn't work for ya I would dig through the manual a bit.