I have never created the database manually before, can you point me to a website where I can learn this step-by-step?
You can always use Google and search using the name of your provider and database. Most of them have support pages for that.
My search for: "GoDaddy create database mysql" got me this page from GoDaddy
See if it works for you, and if not, come back and we'll try to help.
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