On a Debian 8 system the installation instructions were followed to configure the MySQL database after installing packages from the Zabbix 3.2 repositories with following result:

1. zcat /usr/share/doc/zabbix-server-mysql/create.sql.gz | mysql -uzabbix -p
   Enter password:
   ERROR 1046 (3D000) at line 1: No database selected

As a workaround, copy and extract the file, add the missing statement at the beginning:

1. cd
2. cp /usr/share/doc/zabbix-server-mysql/create.sql.gz .
3. gunzip create.sql.gz
4. nano create.sql

Add this line at the start of the file:
USE zabbix;

Try the import again with the newly edited file:

1. cat create.sql | mysql -uzabbix -p

Cleanup:

1. rm create.sql