You need to create a MySQL database. Here's a step-by-step tutorial:
1. Log into cPanel
2. Scroll down until you see MySQL Database Wizard
3. Give the database a name and press "next step"
4. Type in a MySQL username (can be anything, I recommend give it the same name as the database)
5. Type in a password and press "next step"
6. You will be brought to a permissions page. Check all the boxes.
7. Now, use this information:
Database Name: cpanelusername_databasename
Database Username: cpanelusername_mysqlusername
Database Password: (password you chose)
Database Host: domain name that's getting Wordpress installed on it
Table Prefix: wp_
To make it easy on yourself, click "Use cPanel X" at the top right corner. Then scroll down until you see Softaculous. Click Wordpress then the Install button. You should then fill in the desired information.