Hi, I'd say this is permission related on the database side if you are getting an access denied error.
Under the assumption your CA installation and database are on the same server, I'd check your username and password entered in CA is correct and if so, check the MySQL/MariaDB connection details that db_user has permission to login via localhost.
If you are creating the database user via command line, don't forget you need to use the CREATE USER, GRANT and finally FLUSH PRIVILEGES commands.