MySQL Password??

I'm up to installing MySQL on a new linode using the tutorials. It says…………………………………

"You will be prompted to enter a password for the MySQL root user. This is not related to the root user for your Linode, so be sure to choose a different password for security purposes."

This never happened. It seems to be up and running, but I cannot run the secure it utility or log into it. It always asks for a password, I have no idea what it is! I try the root user password but it says denied.

Help please?!