MySQL - Before Installation..

So, while you have a basic idea about MySQL, I would recommend the real-time trial and error than just reading out.

For that, download a latest stable community version of MySQL from the official website.

Though MySQL is platform independent, its best suited for Linux/Unix environment. 

So, better have Linux on VM and install MySQL.

(All my posts mostly will be based on the same combination.)

There are many ways to install MySQL on your Linux, based on its flavor. You may go for RPM installation or Binary installation  by downloading files, manually. 

Apart from that, you can get MySQL inbuilt in some of the Linux versions, if not, you can get it easily by updating the library(apt-get, yum installations)

Ubuntu:

sudo apt-get install mysql-server 

Non-Ubuntu: 

sudo yum install mysql-server

However, I prefer RPM way of installation. Just download MySQL stable Community edition RPM from official website. 

Make sure, you download both MySQL server and MySQL client RPMs.

MySQL Server - It is the actual MySQL software, which can be installed on any host.

MySQL Client - It is the client to connect to any MySQL server. Means, without this you can't access any MySQL server. While, this can be installed on any of the server through which you can access any MySQL server.

Hope that's not confusing..