Start here:
https://www.ovh.com/us/g1943.managing_a_database_on_a_web_hosting_package
Shows how to not only create a DB for the Moodle, but how to setup a user for that database .... which has to have all privileges to the database for the Moodle. That's what the error is saying.
When it comes to backend support with OVH:
https://www.ovh.com/us/support/
'spirit of sharing', Ken