ERROR 1044 (42000): Access denied for user ''@'localhost' to database 'db'

No, you should run mysql -u root -p in bash, not at the MySQL command-line. If you are in mysql, you can exit by typing exit.

You may need to set up a root account for your MySQL database:

In the terminal type:

mysqladmin -u root password 'root password goes here'

And then to invoke the MySQL client:

mysql -h localhost -u root -p