when you create a mysql database you must have a host name to access it with. you do not need to create multiple host names if you do not want to as they are interchangeable. some people just find it preferable to have a host name for for database ‘A’ that is used by whatever.com be mysql.whatever.com and for database ‘B’ being used by somethingelse.com to be mysql.somethingelse.com. It is all about appearances really since both database ‘A’ and ‘B’ can both be accessed by going to mysql.whatever.com or mysql.somethingelse.com.
You need not change any of the dns settings for the subdomain. You can either use an existing hostname (that you created when you were creating one database) or make up a new one with the domain of your choosing – when you create another database (that is already being pointed to DH servers).
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