OK - I find using mysql query systems a little cumbersome and too syntax dependant.
Simple steps
1) go to your cpanel (link provided in your first setup e-mail from x10)
2) about half way down, there is a section for databases - click on MySQL wizard.
The wizard will take you through the simple steps to create your database. Don't forget, you need to set up a new username and password for your database, which will be used for your connection strings in php.
You also need to set user priviledges for your database - even though you set it up!
Lastly, I would use phpmyadmin - a simple to use interface for controlling your database structure and stored data.
Within your first Database, you need to define tables.
Create a new new table and set how many fields you want it to have.
Define the fields.
After you've set up your first usable database, you then need to set up your connection script in php which will access the database.
Using something like Dreamweaver (which I use) makes this really simple.
Hope this hlps a bit.