set a "root" password in MySQL in XAMPP

Method 1:
The easiest way is to use the security console, which you can access at http://localhost/security/.

This "console" creates a password for the MySQL user "root" and is adjusting the phpMyAdmin configuration.

(Note, this method may cause needing password to login phpMyAdmin, I prefer using method 2!!)

Method 2:

With the"XAMPP Shell" (command prompt) you can also change the password. Open the shell and execute this command:
mysqladmin.exe -u root password secret

Of course, your password should not be "secret", too. In the next step you must adjust the phpMyAdmin configuration for this new password. In the file "\xampp\phpMyAdmin\config.inc.php" change the lines:
$cfg['Servers'][$i]['user'] = 'root';
$cfg['Servers'][$i]['password'] = '';
to:
$cfg['Servers'][$i]['user'] = 'root';
$cfg['Servers'][$i]['password'] = 'secret';

Instead in the XAMPP Shell, you can also change the password with phpMyAdmin, and then adjust the phpMyAdmin configuration.