martinb7
If you do not setup a password then you probably connect as the root user who was created by the installation.
There is a good reason why the documentation advises everyone running MySQL to immediately set a root password as soon as the installation is done.
Why? If you can access the server at root level without a password, so can everyone else that find his/her way to the server. No password, bad idea.
The root user can wipe out all databases. Would you like anyone from anywhere to be able to do that? Probably not.
You can create users at the command level by manipulationg the user table records in the mysql database. Be restrictive for your own good.