First time user – MySQL hangup

I’ve bought a new domain – hosted through Mammoth Domains, and they’ll be hosting as well. I’ve downloaded the latest version of WordPress (first time user) and also purchased the full package of StudioPress templates. I’ve gone through the steps in sequence and have been hung up on 2 questions – 1) MySQL name? 2) MySQL password?

How do I get these? Is it through the hosting company? Do I create this?

I’m brand new with actually doing this on my own, so I apologize in advance!

Thanks!