How to create a database (Mac OS X)

Well, I must be really stupid.
I’ve read and re-read the support pages and searched WordPress help (and this forum) but I’m blowed if I can figure out HOW I create a database.

Item 2 on the “famous 5 minute installation” states:
Create a database for WordPress on your web server, as well as a MySQL user who has all privileges for accessing and modifying

But HOW do I do this – I don’t know where to start.