You can find a file config.inc.php at the root of phpMyAdmin installation folder. You need to specify auth_type whether it is cookie, or http (or config = no password)
Eg:
$cfg['Servers'][$i]['user'] = 'root';
$cfg['Servers'][$i]['password'] = 'mypassword';
$cfg['Servers'][$i]['auth_type'] = 'http'; // cookie or http or config