Beginner MySQL question

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I paid for Wordfence and now that they are done with their initial audit, they are telling me to change all passwords including hosting, WordPress admins, FTP, and MySQL users.

I understand the first three, but I’m not sure about MySQL. I see the place in SiteGround to update the MySQL user’s password, but is it that simple to just update the password? I have never touched MySQL so I’m unfamiliar how it works. I guess my concern is if it’s related to the wp-config username and password and if I need to update that file after updating the MySQL or are these different things?

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