You'll need an empty database for storing your application data so go ahead and set up a new one using your favourite database service.
Don't worry about creating any tables for SQL databases – Gravity will do that automatically for you.
MySQL & Mongo database drivers are included by default. If you're using another database client eg. Postges then please install the relevant driver with npm.
If you're using a local instance of MongoDB you will need to remove srv from the connection string in /model/mongo after your run the setup process.