root privillege question

[k2k]

i am at the <mysql dir> so i would do

scenario 1:
mysql -u root -p

i got prompt to enter password as expected. i typed a wrong password and got ejected.. type a right password and i am in. ok this is working fine.

scenario 2:
mysql -u root

this doesn't prompt me password but it just simply let me in. i am so confused. what is the point of setting up a root password then?
did i misconfigure anything?

scenario 3:
C:\wamp\bin\mysql\mysql5.1.36\bin>mysql
ERROR 1045 (28000): Access denied for user 'ODBC'@'localhost' (using password: YES)

it looks like by default it would login with user ODBC... how do i set password for the user ODBC. i don't even see user ODBC in the user table.

please help me understand this. thanks in advance.