Here are the common errors and their solutions while connecting to MySQL Server in Data Loader.

Solution: This error is generic — there can be various reasons for it. One reason might be that the 'user' and client 'host' don't have the proper privileges. Grant the privileges with the following commands from the MySQL command line:
mysql> use mysql
mysql> GRANT ALL ON *.* to urUser@'[urhostname]' IDENTIFIED BY 'urpassword';
mysql> FLUSH PRIVILEGES;
Replace urUser and urpassword with your own username and password.
If the connection to MySQL still doesn't work, make sure networking is enabled on the MySQL database. For newer versions of MySQL, this can be achieved using the MySQL Server Instance Configuration Tool — one of its options is to enable TCP/IP networking. The tool will also let you specify a port (default 3306) and create a firewall exception.

Solution: This is a generic error that can be caused by different reasons. Please try any of the following:

Solution: This usually occurs due to a wrong password. Please supply the correct username and password.

Cause: This issue occurs when connecting to MySQL 8. In MySQL 8.0, a new authentication protocol called caching_sha2_password was introduced and is enabled by default. To connect to a MySQL 8.0 instance, the client must also use MySQL 8 libraries. If you're using Data Loader version 4.8.x or earlier, you might face this error, as it uses older MySQL libraries.
Solution: Upgrade to Data Loader version 4.9, which uses the latest MySQL connection libraries.
Or, if you want to stick with an earlier Data Loader version, follow this workaround:
mysql> create user user1@localhost identified by 'passxxx'
mysql> GRANT ALL ON *.* to user1@localhost IDENTIFIED BY 'passxxx';
mysql> ALTER USER user1@localhost IDENTIFIED WITH mysql_native_password BY 'passxxx';
You can now connect to MySQL 8.0 with this "user1" account in Data Loader 4.8.x or earlier.