I am a beginner to MySQL and trying to follow Kevin's book. I installed Apache, PHP and MySQL without any problem. I changed the root password using this line:

mysqladmin -u root -p password "newpassword"
Now, when I open MySQL Command Line Client, I can login with my password and it gives error when I type something different other than the password. However, I can also login without typing any password. Is this normal? Is this what it is supposed to be?