My problem was, that I forgot I was using slackware. I assumed things had been done for me, but essentially mySQl had only really been compiled.
Here is how I sorted it, for those who care:
located mysql_install_db and ran it
# chown -R root /usr/share/mysql
# chown -R mysql /var/lib/mysql
# chgrp -R mysql /usr/share/mysql
# safe_mysqld --user=mysql &
After that I set my root password and made a user and made my database and all that malarkey...