Database issue

So I’ve just gotten into wordpress. I downloaded it some hours ago and now I’m trying to set it all up. When filling out the database, username and pw settings in my wp-config.php, something went wrong.

“Error establishing a database connection”

My question is, what DB name should I use? Can I use ‘wordpress’ and my username/pw I got from this site? Or do I have to use some other host of mine?

I tried to use ‘wordpress’ and my name ‘oyvindronning’ and the pw I got via mail from WP. But I got that error.

I also tried using my other host (medieklassen), but it wouldn’t work. I was wondering.. would ‘medieklassen’ work, or do I have to write like ‘http://medieklassen.com’, ‘ftp.medieklassen.com’ or something?

I found it confusing and if anyone could help me out that would be great. Thanks:)