You may create it with your preferable client or run next (linux) command:
-$ mysqladmin -u <uid> -p create openstreetmap
+$ mysql -u <uid> -p
(change <uid> with appropriate username of administrative user eg. root )
+> create database openstreetmap default character set utf8;
+> exit
+
Creating user, password, and access rights
============================================
(change <uid> with appropriate username of administrative user eg. root )
-> create function tile_for_point returns integer soname 'libquadtile.so';
+> create function tile_for_point returns integer soname 'libmyosm.so';
+> create function maptile_for_point returns integer soname 'libmyosm.so';
> exit
Creating database skeleton tables