Manual:MySQL/Start

mysql -u -p then enter your password, then, USE

Example
aaron@escargot ~ $ mysql -u wikiuser -p Enter password: Welcome to the MySQL monitor. Commands end with ; or \g. Your MySQL connection id is 816 to server version: 4.0.20

Type 'help;' or '\h' for help. Type '\c' to clear the buffer.

mysql> USE wikidb Reading table information for completion of table and column names You can turn off this feature to get a quicker startup with -A

Database changed mysql>