When you ran the nf_install script did you successfully complete step 1? Step 1 creates database and all system tables. Type the following commands to check if step 1 was successfully completed:

mysql -u root -p
Password:

mysql> use nfx;
mysql> show tables;
mysql> quit;

If software was successfully installed you will see a lot of tables displayed. If it isn't correctly installed then MySQL will write the following information: nfx database doesn't exists. In the Debian installation the password is blank. If you cannot connect into the database due to wrong password you can use the password recovery steps.