If it's installed via ports/packages, then have a look at /usr/local/etc/rc.d/mysql* to see what variable needs to be set in /etc/rc.conf. Set it, and then run the rc.d script.
Check /var/log/messages, dmesg, /var/log/mysql* to see if any error messages are shown. Double-check the permissions on /var/db/mysql/.
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