Xampp SQL setup issue

Im reading Murachs php & mysql and Ive installed Xampp and no issues with Apache. However, having a problem with mysql which Ive switched on, getting this error message

Error message: SQLSTATE[28000] [1045] Access denied for user ‘mgs_user’@‘localhost’ (using password: YES)

Any ideas on how to fix? My application isnt working due to this error.

Access denied for user ‘mgs_user’@‘localhost’ (using password: YES)

I would say you have a password username problem. Have you setup the username and password for XAMPP?
You can have a superuser and other users but you will have to search google or something to find how to set them up as I can not remember now.