This error would say that the user you are logging onto MySQL with does not have access rights to the database 

Perhaps this database was created by a different 'user' (the root user perhaps?) 

As these are standard MySQL errors you will usually find many pages on the web of users reporting this problem with many solutions to help you troubleshoot

http://stackoverflow.com/questions/8838777/error-1044-42000-access-denied-for-user-localhost-to-database-db#8839017 in this case 

If you are using the Personal Playground unit in the MySQL course, also refer to the Readme.md file contained in the project where how to start the shell is explained