do ~not~ attempt to learn sql by using the command line
in my experience, this is needlessly difficult
but don't use a gui like phpmyadmin, either, because then you will fail to learn sql at all
instead, use something that has an "sql window" where you type (or better yet, paste) your sql statments for execution
granted, phpmyadmin has an sql window, but when people talk about using phpmyadmin, they are usually referring to its "checkbox" interface where you click on options for the tables/columns you're defining, query you're building, etc.
it is much, much better to learn true sql than using a gui to generate sql
my favourite tool is heidisql, but there are others equally as good