Go back and read the MySQL manual (for your convience, it is located here: http://dev.mysql.com/doc/mysql/en/index.html
) or, as gbonvehi suggested, read the contents of /etc/rc.d/rc.mysqld (~$ less /etc/rc.d/rc.mysqld).
You must run a script *BEFORE* starting MySQL for the first time to instantiate some fixed databases (the mysql database itself, for example).
Once that script has been run (and run correctly), then AND ONLY THEN, will you be able to type: ~$ /etc/rc.d/rc.mysqld start
Please read the documentation provided with MySQL, all the information is in there.