You really should use a PostgreSQL database, as explained in Chapter 1, Introducing the GitLab Architecture. For MySQL (a different SQL database), check the MySQL setup guide.

Install the database packages using the following command:

$ sudo apt-get install -y postgresql postgresql-client libpq-dev postgresql-contrib
 
Setting up postgresql (9.6+181+deb9u2) ...
Setting up postgresql-client (9.6+181+deb9u2) ...
Setting up postgresql-contrib-9.6 (9.6.10-0+deb9u1) ...
Setting up postgresql-contrib (9.6+181+deb9u2) ...
Processing triggers for systemd (232-25+deb9u4) ...
Processing triggers for libc-bin (2.24-11+deb9u3) ...

Start the Database Engine:

$ sudo service postgresql start

Create a database user for GitLab:

$ sudo -u postgres psql -d template1 -c "CREATE USER git CREATEDB;"
CREATE ROLE

Create the pg_trgm extension (required for GitLab 8.6+):

$ sudo -u postgres psql -d template1 -c "CREATE EXTENSION IF NOT EXISTS pg_trgm;"
 CREATE EXTENSION

Create the GitLab production database and grant all privileges on the database:

$ sudo -u postgres psql -d template1 -c "CREATE DATABASE gitlabhq_production OWNER git;"
 CREATE DATABASE

Try connecting to the new database with the new user:

$ sudo -u git -H psql -d gitlabhq_production
Postgresql (9.4.22) Type “help” for help.
gitlabhq_production=>

Check whether the pg_trgm extension is enabled by pasting or typing this in the database console:

 SELECT true AS enabled
 FROM pg_available_extensions
 WHERE name = 'pg_trgm'
 AND installed_version IS NOT NULL;

If the extension is enabled, this will produce the following output:

enabled
-------
t 
(1 row) 

Now, we set the database password:

gitlabhq_production=> password git
Enter new password: <type a password>
Enter it again: <type again this password>
gitlabhq_production=> q

Quit the database console with q. Save this password for later use for yourself when you configure the GitLab installation.

Create an entry in the PostgreSQL main configuration file:

$ vi /etc/postgresql/9.6/main/postgresql.conf

Change the listen address to *, or change the IP if it now says localhost and uncomment:

listen_addresses = '*'

Create an entry in the PostgreSQL host file:

$ sudo vi /etc/postgresql/9.6/main/pg_hba.conf

Add a line such as this:

host gitlabhq_production git <ip of gitlab server>/32 md5

After saving the host file, restart the database instance for the settings to take effect:

$ sudo service postgresql restart

The database is now ready for GitLab.