You can name your database anything you want. You just have to make sure you create one with the same name that you are trying to use.
---Create database peq;
---\u peq
Make sure you have your slash in the right direction. If you put /u peq, it won't work. You could always just type "use peq" instead and it is the same as "\u peq".
Sounds like you created the database named pew and are trying to connect to peq. You have to create peq before you can connect to it.
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