Most hosting packages come with a mySQL database. This mainly due to the fact that CMS like Wordpress store thier information in relational tables and indexes. This allows the CMS to be able to have multiple "front-ends" (themes) that all access the same underlying tables.
The downside of the use of an SQL database is that it is an additional target for hackers who will attempt to inject malicious code into the database tables. This vulnerabilty is known as SQL Injection attack.
What I wanted to do
Apart form just playing around with databases (an old career activity) I could use the database for my own version of a searchable website.
What I want to do now
Continue to play around with databases and develop php scripts to use the database for my own version of a searchable website.
A relational database is a powerful tool for a web developer. MySQL is now owned by Oracle who are probably the largest relational database vendor.
Continue looking at PHP.