If you're trying to do this via the command line...
If you're trying to run the CREATE TABLE statement from the command line interface, you need to specify the database you're working in before executing the query:
USE your_database;
Here's the documentation.
If you're trying to do this via MySQL Workbench...
...you need to select the appropriate database/catalog in the drop down menu found above the :Object Browser: tab. You can specify the default schema/database/catalog for the connection - click the "Manage Connections" options under the SQL Development heading of the Workbench splash screen.
Addendum
This all assumes there's a database you want to create the table inside of - if not, you need to create the database before anything else:
CREATE DATABASE your_database;