Don't panic! Everything will be ok.
This is what you bought. If you go to the Control Panel URL, and login with the username and password supplied to you, you will be able to access some of the site controls.
If you registered a domain, go to the registrar website (wherever you got the domain at) and put in those DNS names. After you do that, it will take 1-3 days before your website is actually being hosted.
Sidenote: MySQL is just an online database. If you plan to have user accounts or news archives, I would set MySQL up. It's very easy.