Mind reading does not work over the Internet. Each person might be using a different application, different scripting language, inputting parameters using different syntax... There are several things that could cause this error. Without a description of what you are doing when you get the error, along with showing your code or what you are typing, you will only get guesses as to what the problem is.
To receive any help you are going to need to post more information about what you are doing.
Post your code or what you are entering - x'ing out any sensitive info such as password...
Knowing that you are using the mysql administrator application provides an important clue as to what you are doing when this error occurs. Providing the minimum information will just result in questions and will take longer to get a specific answer for your problem.
Based on this information and the error message, the mysql service is running. When you installed mysql you configured an instance of it and created a password for the root user. If you instead created an anonymous account, I cannot help you as this is not recommend by mysql and I have never done it that way.
If you have not created a database, your only option is to login using the root username and the password you created for the root user. Once you have created a database, with a username and a password, you can login using that information.