Creating a new database and new connection in Oracle SQL Developer

1. Connect to sys.

2. Give your password for sys.

3. Unlock hr user by running following query:

   alter user hr identified by hr account unlock;

4. Then, Click on new connection

5. Give connection name as HR_ORCL

   Username: hr

   Password: hr

   Connection Type: Basic

   Role: default

   Hostname: localhost

   Port: 1521

   SID: xe

6. Click on test and Connect

This tutorial should help you:

Getting Started with Oracle SQL Developer

See the prerequisites:

1. Install Oracle SQL Developer. You already have it.
2. Install the Oracle Database. Download available here.

3. Unlock the HR user. Login to SQL*Plus as the SYS user and execute the following command:

   alter user hr identified by hr account unlock;

4. Download and unzip the sqldev_mngdb.zip file that contains all the files you need to perform this tutorial.

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Another version from May 2011: Getting Started with Oracle SQL Developer

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For more info check this related question:

How to create a new database after initally installing oracle database 11g Express Edition?