Whenever I try to start MySQl by typing:
E:\mysql-5.1.39-win32\bin>mysql -u root
I'm getting an error:
ERROR 2003(HY000): Can't connect to MySQL server on 'localhost' (10061)
How can I solve above problem? I just downloaded MySQL and unzipped in E drive, I have not done anything. Do I have to make connection first? if yes, how can I do?
You need to run the server first. The command you use (in the question) starts a client to connect to the server but the server is not there so there the error.
Since I am not a Windows user (Linux comes equipped) so I might not be the best person to tell you how but I can point to you to a guide and another guide that show you how to get MySQL server up and running in Windows.
After you get that running, you can use the command (in the question) to connect it.
NOTE: You may also try http://www.apachefriends.org/en/xampp.html if you plan to use MySQL for web database development.
Hope this helps.
You also need to configure and start the MySQL server. This will probably help
The error complains about localhost rather than permissions and the current practice in MySQL is to have a bind-address specifying localhost only in a configuration file.
So I don't think it's a password problem - except that you say you 'unzipped' MySQL.
Is that enough installation? What did you download?
Was there any installation step which allowed you to define a root password?
And, as NawaMan said, is the server running?