Each login will be be cached for a few minutes so a second attempt will possibly not throw the challenge. Refresh the browser cache ( CTRL+F5) should get a uid/pwd challenge back.
The user/pass you use with phpmyadmin is normally a SuperUser account, so you never have issues with privilages to do anything.
However there is no reason why Using phpmyadmin you cannot create hundereds of other Userid/password sets ( one for each of your sites for example ). You can then login to phpmyadmin using those other accounts to test they work etc and check their privilages allow them to access whatever they should be allowed to access and NOT what they shouldn't.
You should also consider giving each of these site specific users, access to only the database they are used for.
In short you probably need to do a little reading up on how MySQL works, and also on how phpMyAdmin works.
By the way its not the only tool for creating/maintaining databases, but it is the one you are MOST LIKELY to find on hosted sites, so you should get used to using it before you try and migrate a test site to a hosted live site.
I personally prefer MySQL Workbench CE, but like I say you are going to find phpmyadmin on hosted sites.
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(Windows 10 Pro 64bit) (Wampserver 3.3.4 64bit) Aestan Tray Menu 3.2.5.4
<Apache versions MULTIPE> <PHP versions MULTIPLE> <MySQL Versions MULTIPLE>
<MariaDB versions MULTIPLE> <phpMyAdmin versions MULTIPLE> <MySQL Workbench 8.0.23>Read The Manuals Apache --
MySQL --
PHP --
phpMyAdminGet your Apache/MySQL/mariaDB/PHP ADDONs here from the
WAMPServer alternate Repo-X-X-X-
Backup your databases regularly Here is How dont regret it later! Yes even when developing -X-X-X-