Go to cpanel, then mysql, then create a database give it a name, then create a user and a password, then add that user to that database giveing it all rights, then copy all that info into your wordpress config.
1. Login to cPanel
2. Click on “MySQL Databases”
3. Next to “Db:” enter a database name (e.g. “db”) and click “Add Db”.
4. Return to the “MySQL Databases” page.
5. Under “Users” enter a username (e.g. “me”) and a password and click “Add User”.
6. Return to the “MySQL Databases” page.
7. Select the newly created user (e.g. “cpanel_me”) and the newly created database (e.g. “cpanel_db”) and click “Add User to Db”
Now use the following details to connect to the database:
Server: localhost
User: whatever u gave as user name like cpanel_me in above example
Database: whatever u gave as database name like cpanel_db in above example
Password: The password you entered when you created cpanel_me