Re: what mySQL?
The error message means that the script you are trying to run cannot connect to a database it needs. MySQL is installed on the server, but you probably haven't created a database or a user for that database yet, and have not configured the script to use the database.
We can't give you much more help unless you tell us more about what you're trying to do/run.
As for "tell me how to do programming", that's something that's far too big to handle in a forum. A thousand-page book would give you the basics, and you'd still have an awful lot left to learn. You might want to start by reading this thread for some pointers on where to start.
“Beware of bugs in the above code; I have only proved it correct, not tried it.” --Donald Knuth
"It was as if its architects were given a perfectly good hammer and gleefully replied, 'neat! With this hammer, we can build a tool that can pound in nails.'" -- Alex Papadimoulis (on TheDailyWTF.com)