Basically what @anon19508339 said. Except for the fact that databases are created through the MySQL Databases section in the control panel, not phpMyAdmin.
Creating databases in phpMyAdmin requires either permissions to be setup beforehand, or administrative privileges. Since the database servers are shared among users, you don’t get root powers. So on any system where you don’t have the full database server, you’ll need to use the tools provided by the database operator to create the database schemas.
Please note that if you create a database schema with the name test, the full database name with be epiz_26135800_test. Database names are always prefixed with your account username. If you omit the username from the database name, you’ll also get an access denied error.