I am using debian linux. I have a linux machine on which mysql is install. I can log in to my linux machine using root user as well as other user. I can connect to mysql dat
you should use mysql command. It's a command line client for mysql RDBMS, and comes with most mysql installations: http://dev.mysql.com/doc/refman/5.1/en/mysql.html
To stop or start mysql database (you rarely should need doing that 'by hand'), use proper init script with stop or start parameter, usually /etc/init.d/mysql stop. This, however depends on your linux distribution. Some new distributions encourage service mysql start style.
You're logging in by using mysql sql shell.
The error comes probably because double '-p' parameter. You can provide -ppassword or just -p and you'll be asked for password interactively. Also note, that some instalations might use mysql (not root) user as an administrative user. Check your sqlyog configuration to obtain working connection parameters.