In addition to what phil said; you have to end all sql commands with a semicolon (

once you are in mysql using the Terminal.
To recap do the following:
[you prompt] user% mysql -h localhost -u root -p <return>
Enter Password: <type password and press return>
You should now be in MySQL monitor; the prompt should be:
mysql>
Once you're there type select a database start learning:
SQL Commands (note the semicolon):
Select Database = use <database name>;
List all DB = show database;
etc.
Hope this helps.