New host, new issue (with mysql)

All right, so issue #1 was solved (no php). Now my page states:

Error establishing a database connection

This either means that the username and password information in your wp-config.php file is incorrect or we can’t contact the database server at xxxxxx. This could mean your host’s database server is down.

I think I have to do something with this:
Enter in command line (shell) to check server:

$ mysql -u cec1 -p -h database cec1

But (as it is obvious) I’m new to php/mysql so I have nooooo idea what that means.

Thanks for any help